Lopez-Espin, Jose J; Vidal Maciá, Antonio Manuel; Gimenez, Domingo(Elsevier, 2014-01)
Simultaneous equations models can be solved with a variety of algorithms. Some methods use the QR-decomposition of several matrices associated to the equations in the system. To accelerate the computation of those ...
López Espín, José Juan; Vidal Maciá, Antonio Manuel; Giménez ., Domingo(Elsevier, 2012-09)
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 ...