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Seemingly unrelated regression model with unequal size observations: computational aspects

, и . Computational Statistics & Data Analysis, 41 (1): 211--229 (28.11.2002)

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Heinrich J J Mieschendahl

Norbert J J Bock

J J M Ramakers

Ulrich J J Longerich

Ulrich J J Longerich

 

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Seemingly unrelated regression model with unequal size observations: computational aspects, и . Computational Statistics & Data Analysis, 41 (1): 211--229 (28.11.2002)A comparative study of algorithms for solving seemingly unrelated regressions models, , и . Computational Statistics & Data Analysis, 44 (1-2): 3--35 (28.10.2003)Estimating seemingly unrelated regression models with vector autoregressive disturbances, и . Journal of Economic Dynamics and Control, 28 (1): 27--44 (октября 2003)Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process, и . Journal of Economic Dynamics and Control, 30 (5): 721--739 (мая 2006)