Seemingly unrelated regression equations models

Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints

Computational Economics - Computational Studies at Stanford

Inconsistencies in SURE Models: Computational Aspects

Computational Economics - Special issue on computational studies at Cambridge

Estimation of VAR Models: Computational Aspects

Computational Economics

Computationally Efficient Methods for Solving SURE Models

NAA '00 Revised Papers from the Second International Conference on Numerical Analysis and Its Applications

An algorithm to estimate time-varying parameter SURE models under different types of restriction

Computational Statistics & Data Analysis - Special issue: Computational econometrics

Parallel algorithms for computing all possible subset regression models using the QR decomposition

Parallel Computing - Special issue: Parallel computing in numerical optimization

Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models

Journal of Multivariate Analysis

Computational methods for modifying seemingly unrelated regressions models

Journal of Computational and Applied Mathematics - Special issue: Proceedings of the international conference on linear algebra and arithmetic, Rabat, Morocco, 28-31 May 2001

One-sided tests for independence of seemingly unrelated regression equations

Journal of Multivariate Analysis

Computationally efficient methods for estimating the updated-observations SUR models

Applied Numerical Mathematics

Sparse seemingly unrelated regression modelling: Applications in finance and econometrics

Computational Statistics & Data Analysis

Seemingly unrelated regression model with unequal size observations: computational aspects

Computational Statistics & Data Analysis