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publications

(34)

• An alternative approach for the numerical solution of seemingly unrelated regression equations models
  E. J. Kontoghiorghes and M. R. B. Clarke Computational Statistics \& Data Analysis 19 369--377 (1995)
  to SURE model by smicha on 2008-04-23 14:55:19
  | URL | BibTeX  
• Seemingly unrelated regression model with unequal size observations: computational aspects
  Paolo Foschi and Erricos J. Kontoghiorghes Computational Statistics \& Data Analysis 41 211--229 (2002)
  to SUR model by smicha and 1 other person on 2008-04-23 14:55:19
  | URL | BibTeX  
• A comparative study of algorithms for solving seemingly unrelated regressions models
  Paolo Foschi and David A. Belsley and Erricos J. Kontoghiorghes Computational Statistics \& Data Analysis 44 3--35 (2003)
  to SUR models by smicha and 1 other person on 2008-04-23 14:55:19
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• Efficient algorithms for computing the best subset regression models for large-scale problems
  Marc Hofmann and Cristian Gatu and Erricos John Kontoghiorghes Computational Statistics \& Data Analysis 52 16--29 (2007)
  to Best-subset regression by smicha and 1 other person on 2008-04-23 14:55:19
  | URL | BibTeX  
• A graph approach to generate all possible regression submodels
  Cristian Gatu and Petko I. Yanev and Erricos J. Kontoghiorghes Computational Statistics \& Data Analysis 52 799--815 (2007)
  to Graphs by smicha and 1 other person on 2008-04-23 14:55:19
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• Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
  Cristian Gatu and Erricos J. Kontoghiorghes Journal of Economic Dynamics and Control 30 721--739 (2006)
  to Autoregressive Subset Vector model selection by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• Estimating seemingly unrelated regression models with vector autoregressive disturbances
  Paolo Foschi and Erricos J. Kontoghiorghes Journal of Economic Dynamics and Control 28 27--44 (2003)
  to SUR models by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• A graph approach to generate all possible regression submodels.
  Cristian Gatu and Petko Yanev and Erricos John Kontoghiorghes Computational Statistics & Data Analysis 52 799-815 (2007)
  to dblp by dblp and 1 other person on 2008-03-10 00:00:00
  | URL | BibTeX  
• Efficient algorithms for computing the best subset regression models for large-scale problems.
  Marc Hofmann and Cristian Gatu and Erricos John Kontoghiorghes Computational Statistics & Data Analysis 52 16-29 (2007)
  to dblp by dblp and 1 other person on 2008-03-10 00:00:00
  | URL | BibTeX  
• Special Issue on Statistical and Computational Methods in Finance.
  Alessandra Amendola and David A. Belsley and Erricos John Kontoghiorghes and Herman K. van Dijk and Yasuhiro Omori and Eric Zivot Computational Statistics & Data Analysis 52 2842-2845 (2008)
  to dblp by dblp on 2008-03-10 00:00:00
  | URL | BibTeX