Access Statistics for Erricos John Kontoghiorghes

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A branch and bound algorithm for computing the best subset regression models 0 0 0 0 0 0 7 608
A graph approach to generate all possible subset regression models 0 0 0 0 0 0 0 704
A recursive algorithm for solving SUR models 0 0 0 0 0 0 1 611
BLOCK PARALLEL ALGORITHMS FOR SOLVING THE GENERAL LINEAR MODEL 0 0 0 0 0 0 0 557
Computing 3SLS Solutions of Simultaneous Equation Models with Possible Singular Variance-Covariance Matrix 0 0 0 551 1 1 3 2,532
Conjugate Gradient methods for solving sparse Simultaneous Equations Models 0 0 0 0 0 0 0 520
NUMERICAL SOLUTION OF SURE MODELS DERIVING FROM VAR(P) PROCESSES 0 0 0 0 0 0 0 182
New strategies for the detection of influential observations 0 0 0 0 0 0 0 137
Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints 0 0 0 0 0 0 0 157
Parallel algorithms for downdating the least-squares estimator of the regression model 0 0 0 0 0 0 1 98
Updating SURE Models 0 0 0 0 0 0 1 600
Total Working Papers 0 0 0 551 1 1 13 6,706

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalized Singular Value Decomposition Strategy for Estimating the Block Recursive Simultaneous Equations Model 0 0 1 7 0 2 5 38
A comparative study of algorithms for solving seemingly unrelated regressions models 0 1 2 44 0 1 3 121
A graph approach to generate all possible regression submodels 0 0 0 43 0 0 0 122
An alternative approach for the numerical solution of seemingly unrelated regression equations models 0 0 0 22 0 0 0 97
An efficient branch-and-bound strategy for subset vector autoregressive model selection 0 0 0 43 0 0 0 223
Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix 0 0 0 88 0 0 1 356
Econometrics and Statistics 1 1 1 55 1 1 3 133
Editorial 0 0 0 1 0 0 1 26
Efficient algorithms for computing the best subset regression models for large-scale problems 0 0 0 76 0 0 0 228
Efficient strategies for deriving the subset VAR models 0 0 0 49 0 0 0 188
Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process 0 0 0 16 0 0 0 68
Estimating seemingly unrelated regression models with vector autoregressive disturbances 0 1 1 135 0 1 2 387
Estimation of VAR Models Computational Aspects 0 0 0 84 0 0 0 219
Estimation of VAR Models: Computational Aspects 0 0 0 132 0 0 0 351
Guest editorial 0 0 0 3 0 0 0 55
Inconsistencies in SURE Models: Computational Aspects 0 0 0 22 0 0 0 314
Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models 0 0 0 11 0 0 0 79
Multiple linear regression models for random intervals: a set arithmetic approach 0 0 0 1 0 3 3 14
Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints 0 0 0 16 0 0 0 143
Second Special issue on Computational Econometrics 0 0 0 14 0 0 0 45
Seemingly unrelated regression model with unequal size observations: computational aspects 0 0 0 36 1 1 1 89
Special Issue in Honour of Stan Azen: a Birthday Celebration 0 0 0 10 0 1 2 126
The Fifth Special Issue on Computational Econometrics 0 0 0 32 0 0 1 121
The Third Special Issue on Computational Econometrics 0 0 0 46 0 0 0 137
The fourth special issue on Computational Econometrics 0 0 0 33 0 0 0 118
Total Journal Articles 1 3 5 1,019 2 10 22 3,798

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2023-06-05