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  • Search: subject:"QR decomposition"
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Year of publication
Subject
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QR decomposition 10 Bayesian Model Averaging 2 Cholesky decomposition 2 Givens rotations 2 Schock 2 Shock 2 Sweep operator 2 Swendsen-Wang algorithm 2 VAR model 2 VAR-Modell 2 structural vector autoregressions 2 Auto-realignment method 1 Black-Scholes model 1 Black-Scholes-Modell 1 Derivat 1 Derivative 1 Direct minimization 1 Estimation 1 Estimation theory 1 Exponential integrators 1 GMANOVA (growth curve models) 1 IV-Schätzung 1 Instrumental variables 1 Krylov subspace methods 1 Least squares 1 Least-squares method 1 Matrix functions 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Multiple right-hand sides 1 OT method 1 Option pricing theory 1 Optionspreistheorie 1 Population balance equation 1 Pricing 1 QMC 1 SUR models 1 Schätztheorie 1 Schätzung 1 Stochastic process 1
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Online availability
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Undetermined 7 Free 2
Type of publication
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Article 7 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 1
Language
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English 5 Undetermined 5
Author
All
Eklund, Jana 2 Fisher, Lance A. 2 Gatu, Cristian 2 Huh, Hyeon-seung 2 Karlsson, Sune 2 Kontoghiorghes, Erricos 2 Dorao, C.A. 1 He, Zhijian 1 Hochbruck, Marlis 1 Jakobsen, H.A. 1 Niehoff, Jörg 1 Shibayama, Tadashi 1 Takane, Yoshio 1 Wang, Xiaoqun 1 Weng, Chengfeng 1 Zhu, Zhengjie 1
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Institution
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Handelshögskolan, Örebro Universitet 1 Society for Computational Economics - SCE 1
Published in...
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Mathematics and Computers in Simulation (MATCOM) 2 Computational Management Science 1 Computing in Economics and Finance 2002 1 European journal of operational research : EJOR 1 International journal of computational economics and econometrics : IJCEE 1 Psychometrika 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 Working Paper 1 Working Papers / Handelshögskolan, Örebro Universitet 1
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Source
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RePEc 6 ECONIS (ZBW) 3 EconStor 1
Showing 1 - 10 of 10
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Two algorithms in sign restrictions : an exploration in an empirical SVAR
Fisher, Lance A.; Huh, Hyeon-seung - In: International journal of computational economics and … 11 (2021) 3, pp. 304-321
Persistent link: https://www.econbiz.de/10012597701
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Combining sign and parametric restrictions in SVARs by utilising Givens rotations
Fisher, Lance A.; Huh, Hyeon-seung - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10012289397
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An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures
Weng, Chengfeng; Wang, Xiaoqun; He, Zhijian - In: European journal of operational research : EJOR 254 (2016) 1, pp. 304-311
Persistent link: https://www.econbiz.de/10011503307
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Computational Efficiency in Bayesian Model and Variable Selection
Eklund, Jana; Karlsson, Sune - 2007
Large scale Bayesian model averaging and variable selection exercises present, despite the great increase in desktop computing power, considerable computational challenges. Due to the large scale it is impossible to evaluate all possible models and estimates of posterior probabilities are...
Persistent link: https://www.econbiz.de/10012654323
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Computational Efficiency in Bayesian Model and Variable Selection
Eklund, Jana; Karlsson, Sune - Handelshögskolan, Örebro Universitet - 2007
Large scale Bayesian model averaging and variable selection exercises present, despite the great increase in desktop computing power, considerable computational challenges. Due to the large scale it is impossible to evaluate all possible models and estimates of posterior probabilities are...
Persistent link: https://www.econbiz.de/10005190530
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Approximation of matrix operators applied to multiple vectors
Hochbruck, Marlis; Niehoff, Jörg - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 4, pp. 1270-1283
Krylov subspace methods combined with a QR decomposition of these vectors. This problem arises in the implementation of …
Persistent link: https://www.econbiz.de/10011051231
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A least-squares method with direct minimization for the solution of the breakage–coalescence population balance equation
Zhu, Zhengjie; Dorao, C.A.; Jakobsen, H.A. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 3, pp. 716-727
A least-squares method with a direct minimization algorithm is introduced to solve the non-linear population balance equation that consists of both breakage and coalescence terms. The least-squares solver, direct minimization solver together with a finite difference solver are implemented for...
Persistent link: https://www.econbiz.de/10010749045
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Efficient strategies for deriving the subset VAR models
Gatu, Cristian; Kontoghiorghes, Erricos - In: Computational Management Science 4 (2005) 4, pp. 253-278
properties of the SUR models are investigated. The main computational tool of the selection strategies is the generalized QR … decomposition and its modification. Copyright Springer-Verlag Berlin/Heidelberg 2005 …
Persistent link: https://www.econbiz.de/10005370544
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A branch and bound algorithm for computing the best subset regression models
Gatu, Cristian; Kontoghiorghes, Erricos - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345379
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Principal component analysis with external information on both subjects and variables
Takane, Yoshio; Shibayama, Tadashi - In: Psychometrika 56 (1991) 1, pp. 97-120
Persistent link: https://www.econbiz.de/10005166393
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