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Two-stage least squares and indirect least squares algorithms for simultaneous equations models

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Two-stage least squares and indirect least squares algorithms for simultaneous equations models

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López Espín, JJ.; Vidal Maciá, AM.; Giménez ., D. (2012). Two-stage least squares and indirect least squares algorithms for simultaneous equations models. Journal of Computational and Applied Mathematics. 236(15):3676-3684. doi:10.1016/j.cam.2011.07.005

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/38822

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Title: Two-stage least squares and indirect least squares algorithms for simultaneous equations models
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Sistemas Informáticos y Computación - Departament de Sistemes Informàtics i Computació
Issued date:
Abstract:
This paper analyzes the solution of simultaneous equations models. Efficient algorithms for the two-stage least squares method using QR-decomposition are developed and studied. The reduction of the execution time when the ...[+]
Subjects: Econometrics , Parallel computing , QR-decomposition , Simultaneous equations models , Execution time , Least Square , Least squares algorithm , Least squares methods , Multi-core systems , Parallel version , Simultaneous equations model , Algorithms , Parallel architectures , Parallel processing systems , Least squares approximations
Copyrigths: Cerrado
Source:
Journal of Computational and Applied Mathematics. (issn: 0377-0427 )
DOI: 10.1016/j.cam.2011.07.005
Publisher:
Elsevier
Publisher version: http://dx.doi.org/10.1016/j.cam.2011.07.005
Type: Artículo

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