Zobrazeno 1 - 8
of 8
pro vyhledávání: '"David A. Belsley"'
Autor:
David A. Belsley, A. M. Robert Taylor, Kenneth Judd, Francis X. Diebold, Siem Jan Koopman, Eric Jacquier, H. Peter Boswijk, Erricos John Kontoghiorghes, Willi Semmler, Christian Francq, Robert F. Engle, Herman K. van Dijk, David Pollock, Tommaso Proietti, John M. Maheu, Michael H. P. West, Richard Smith, Hashem Pesaran, Carl Chiarella, Ana Colubi, Alessandra Amendola, Alessandra Luati, Cathy W. S. Chen, Qiwei Yao, Tim Bollerslev, Andrew Harvey, Marc Hallin, Jean-Michel Zakoian, Mark F. J. Steel, Elias Tzavalis, James G. MacKinnon, Gary Koop, Peter C.B. Phillips, Manfred Deistler, Olivier Scaillet, Yasuhiro Omori, Monica Billio, Jean-Marie Dufour, Helmut Lütkepohl, Mike K. P. So, Stefan Mittnik, Jeroen V.K. Rombouts
Publikováno v:
Computational Statistics & Data Analysis. 76:1-3
Publikováno v:
Computational Statistics & Data Analysis. 44:3-35
The computational efficiency of various algorithms for solving seemingly unrelated regressions (SUR) models is investigated. Some of the algorithms adapt known methods; others are new. The first transforms the SUR model to an ordinary linear model an
Publikováno v:
Computational Statistics & Data Analysis. 49:283-285
Autor:
Erricos John Kontoghiorghes, Cathy W. S. Chen, Lynda Khalaf, David A. Belsley, Christian Francq, Herman K. van Dijk, Giampiero M. Gallo
Publikováno v:
Computational Statistics & Data Analysis. 53:1923-1924
The journal Computational Statistics and Data Analysis aims to have regular issues on computational econometrics. Of particular interest are papers in important areas of econometric applications where both computational techniques and numerical metho
Publikováno v:
Computational Statistics & Data Analysis. 42:277-278
Autor:
David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc Paolella, Herman K. van Dijk
Publikováno v:
Computational Statistics & Data Analysis. 54:2359
Autor:
Herman K. van Dijk, Lynda Khalaf, David A. Belsley, Erricos John Kontoghiorghes, Christian Francq, Giampiero Gallo, Cathy W. S. Chen
Publikováno v:
Computational Statistics & Data Analysis. 51:3258
Autor:
David A. Belsley, R. W. Oldford
Publikováno v:
Computational Statistics & Data Analysis. 4:103-120
The notion of a conditioning analysis of a general, nonlinear set of relations is defined along with an associated definition of ill conditioning. From these, one may identify at least three different kinds of conditioning analyses of interest in sta