Details about Erricos John Kontoghiorghes

Access statistics for papers by Erricos John Kontoghiorghes.

Last updated 2009-01-05. Update your information in the RePEc Author Service.

Short-id: pko218

Working Papers

2006

1. A graph approach to generate all possible subset regression models
   Computing in Economics and Finance 2006, Society for Computational Economics

2002

2. A branch and bound algorithm for computing the best subset regression models
   Computing in Economics and Finance 2002, Society for Computational Economics
3. Conjugate Gradient methods for solving sparse Simultaneous Equations Models
   Computing in Economics and Finance 2002, Society for Computational Economics

2001

4. A recursive algorithm for solving SUR models
   Computing in Economics and Finance 2001, Society for Computational Economics

2000

5. BLOCK PARALLEL ALGORITHMS FOR SOLVING THE GENERAL LINEAR MODEL
   Computing in Economics and Finance 2000, Society for Computational Economics
6. NUMERICAL SOLUTION OF SURE MODELS DERIVING FROM VAR(P) PROCESSES
   Computing in Economics and Finance 2000, Society for Computational Economics

1999

7. Updating SURE Models
   Computing in Economics and Finance 1999, Society for Computational Economics

Undated

8. Computing 3SLS Solutions of Simultaneous Equation Models with Possible Singular Variance-Covariance Matrix
   Computing in Economics and Finance 1996, Society for Computational Economics
   See Also Journal Article in Computational Economics (1997)
9. Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints
   Computing in Economics and Finance 1997, Society for Computational Economics
   See Also Journal Article in Computational Economics (2000)

Journal Articles

2008

1. An efficient branch-and-bound strategy for subset vector autoregressive model selection
   Journal of Economic Dynamics and Control, 2008, 32, (6), 1949-1963

2007

2. A graph approach to generate all possible regression submodels
   Computational Statistics & Data Analysis, 2007, 52, (2), 799-815
3. Efficient algorithms for computing the best subset regression models for large-scale problems
   Computational Statistics & Data Analysis, 2007, 52, (1), 16-29
4. The Third Special Issue on Computational Econometrics
   Computational Statistics & Data Analysis, 2007, 51, (7), 3258-viii

2006

5. Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
   Journal of Economic Dynamics and Control, 2006, 30, (5), 721-739

2005

6. Efficient strategies for deriving the subset VAR models
   Computational Management Science, 2005, 4, (4), 253-278
7. Guest editorial
   Computational Management Science, 2005, 2, (2), 85-85
8. Second Special issue on Computational Econometrics
   Computational Statistics & Data Analysis, 2005, 49, (2), 283-285

2003

9. A comparative study of algorithms for solving seemingly unrelated regressions models
   Computational Statistics & Data Analysis, 2003, 44, (1-2), 3-35 View citations
10. Editorial
    Computational Statistics & Data Analysis, 2003, 42, (3), 277-278
11. Estimating seemingly unrelated regression models with vector autoregressive disturbances
    Journal of Economic Dynamics and Control, 2003, 28, (1), 27-44
12. Estimation of VAR Models Computational Aspects
    Computational Economics, 2003, 21, (1), 3-22
    Also in
    Computational Economics, 2003, 21, (1_2), 3-22 (2003)
13. Special Issue in Honour of Stan Azen: a Birthday Celebration
    Computational Statistics & Data Analysis, 2003, 44, (1-2), 1-2

2002

14. Seemingly unrelated regression model with unequal size observations: computational aspects
    Computational Statistics & Data Analysis, 2002, 41, (1), 211-229

2000

15. Inconsistencies in SURE Models: Computational Aspects
    Computational Economics, 2000, 16, (1/2), 63-70
16. Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints
    Computational Economics, 2000, 15, (1-2), 89-106
    See Also Working Paper

1997

17. Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix
    Computational Economics, 1997, 10, (3), 231-50
    See Also Working Paper

1995

18. An alternative approach for the numerical solution of seemingly unrelated regression equations models
    Computational Statistics & Data Analysis, 1995, 19, (4), 369-377 View citations