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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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dc.contributor.author López Espín, José Juan es_ES
dc.contributor.author Vidal Maciá, Antonio Manuel es_ES
dc.contributor.author Giménez ., Domingo es_ES
dc.date.accessioned 2014-07-15T17:30:56Z
dc.date.issued 2012-09
dc.identifier.issn 0377-0427
dc.identifier.uri http://hdl.handle.net/10251/38822
dc.description.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 structure of the matrices in each equation is exploited is analyzed theoretically and experimentally. An efficient algorithm for the indirect least squares method is developed. Some techniques are used to accelerate the solution of the problem: parallel versions for multicore systems, and extensive use of the MKL library, thus obtaining efficient, portable versions of the algorithms. © 2011 Elsevier B.V. All rights reserved. es_ES
dc.format.extent 9 es_ES
dc.language Inglés es_ES
dc.publisher Elsevier es_ES
dc.relation.ispartof Journal of Computational and Applied Mathematics es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Econometrics es_ES
dc.subject Parallel computing es_ES
dc.subject QR-decomposition es_ES
dc.subject Simultaneous equations models es_ES
dc.subject Execution time es_ES
dc.subject Least Square es_ES
dc.subject Least squares algorithm es_ES
dc.subject Least squares methods es_ES
dc.subject Multi-core systems es_ES
dc.subject Parallel version es_ES
dc.subject Simultaneous equations model es_ES
dc.subject Algorithms es_ES
dc.subject Parallel architectures es_ES
dc.subject Parallel processing systems es_ES
dc.subject Least squares approximations es_ES
dc.subject.classification CIENCIAS DE LA COMPUTACION E INTELIGENCIA ARTIFICIAL es_ES
dc.title Two-stage least squares and indirect least squares algorithms for simultaneous equations models es_ES
dc.type Artículo es_ES
dc.embargo.lift 10000-01-01
dc.embargo.terms forever es_ES
dc.identifier.doi 10.1016/j.cam.2011.07.005
dc.rights.accessRights Cerrado es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Sistemas Informáticos y Computación - Departament de Sistemes Informàtics i Computació es_ES
dc.description.bibliographicCitation 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 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion http://dx.doi.org/10.1016/j.cam.2011.07.005 es_ES
dc.description.upvformatpinicio 3676 es_ES
dc.description.upvformatpfin 3684 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 236 es_ES
dc.description.issue 15 es_ES
dc.relation.senia 222738


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