A computationally efficient method for solving SUR models with orthogonal regressors

Foschi, Paolo, Kontoghiorghes, Erricos J. . Linear Algebra and its Applications 2004. 388 :193-200

Locate this article in:

Bibtex

@article{CIS-189117,
  Author = {Foschi, Paolo and Kontoghiorghes, Erricos J.},
  Title = {A computationally efficient method for solving SUR models with orthogonal regressors},
  Journal = {Linear Algebra and its Applications},
  Volume = {388},
  Year = {2004},
  Pages = {193--200},
  Keywords = {Least squares, Variance-covariance matrix, generalized QR decomposition}
}

Similar articles