A generalized singular value decomposition strategy for estimating the block recursive simultaneous equations model
Year of publication: |
October 2017
|
---|---|
Authors: | Cosbuc, Mircea I. ; Gatu, Cristian ; Colubi, Ana ; Kontoghiorghes, Erricos John |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 50.2017, 3, p. 503-515
|
Subject: | Block recursive SEM | Generalized SVD | Three-stage least squares | Schätztheorie | Estimation theory | Mehrgleichungsmodell | Multiple equation model | Kleinste-Quadrate-Methode | Least squares method |
-
EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects
Baltagi, Badi H., (2015)
-
Zamparini, Luca, (2017)
-
Robust Estimators for Simultaneous Equations Models
Krishnakumar, Jaya, (2014)
- More ...
-
Efficient algorithms for computing the best subset regression models for large-scale problems
Hofmann, Marc, (2007)
-
Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
Gatu, Cristian, (2006)
-
Handbook of computational econometrics
Belsley, David A., (2009)
- More ...