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Block recursive SEM
1
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Generalized SVD
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Computational economics
Journal of economic dynamics & control
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A generalized singular value decomposition strategy for estimating the block recursive simultaneous equations model
Cosbuc, Mircea I.
;
Gatu, Cristian
;
Colubi, Ana
; …
- In:
Computational economics
50
(
2017
)
3
,
pp. 503-515
Persistent link: https://www.econbiz.de/10011783334
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2
Estimation of VAR Models: Computational Aspects
Foschi, Paolo
;
Kontoghiorghes, Erricos J.
- In:
Computational economics
21
(
2003
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10007034568
Saved in:
3
Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix
Kontoghiorghes, Erricos J.
;
Dinensis, Elias
- In:
Computational economics
10
(
1997
)
3
,
pp. 231-250
Persistent link: https://www.econbiz.de/10007068122
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4
Inconsistencies in SURE Models: Computational Aspects
Kontoghiorghes, Erricos J.
- In:
Computational economics
16
(
2000
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10007047598
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5
Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints
Kontoghiorghes, Erricos J.
- In:
Computational economics
15
(
2000
)
1
,
pp. 89-106
Persistent link: https://www.econbiz.de/10007050795
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6
Special issue: Computational finance : papers from the IFAC Workshop on Computing in Economics and Finance, held at the University of Amsterdam, June 1994
Gilli, Manfred
(
contributor
)
- In:
Computational economics
9,1
(
1996
)
Persistent link: https://www.econbiz.de/10004901945
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7
An Application of Extreme Value Theory for Measuring Financial Risk
Gilli, Manfred
;
këllezi, Evis
- In:
Computational economics
27
(
2006
)
2-3
,
pp. 207-228
Persistent link: https://www.econbiz.de/10007296393
Saved in:
8
An Application of Extreme Value Theory for Measuring Financial Risk
Gilli, Manfred
;
këllezi, Evis
- In:
Computational economics
27
(
2006
)
2
,
pp. 207-228
Persistent link: https://www.econbiz.de/10007266000
Saved in:
9
Preface
Gilli, Manfred
;
Nagurney, Anna
- In:
Computational economics
9
(
1996
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10007072860
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10
Parallel Krylov Methods for Econometric Model Simulation
Pauletto, Giorgio
;
Gilli, Manfred
- In:
Computational economics
16
(
2000
)
1
,
pp. 173-186
Persistent link: https://www.econbiz.de/10007047592
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