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Details about Erricos John Kontoghiorghes

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Workplace:Faculty of Economics and Management, Cyprus University of Technology, (more information at EDIRC)

Access statistics for papers by Erricos John Kontoghiorghes.

Last updated 2021-04-01. Update your information in the RePEc Author Service.

Short-id: pko218


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Working Papers

2006

  1. A graph approach to generate all possible subset regression models
    Computing in Economics and Finance 2006, Society for Computational Economics
  2. New strategies for the detection of influential observations
    Computing in Economics and Finance 2006, Society for Computational Economics
  3. Parallel algorithms for downdating the least-squares estimator of the regression model
    Computing in Economics and Finance 2006, Society for Computational Economics

2002

  1. A branch and bound algorithm for computing the best subset regression models
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (11)
  2. Conjugate Gradient methods for solving sparse Simultaneous Equations Models
    Computing in Economics and Finance 2002, Society for Computational Economics

2001

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

2000

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

1999

  1. Updating SURE Models
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (1)

Undated

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

Journal Articles

2020

  1. Multiple linear regression models for random intervals: a set arithmetic approach
    Computational Statistics, 2020, 35, (2), 755-773 Downloads

2017

  1. A Generalized Singular Value Decomposition Strategy for Estimating the Block Recursive Simultaneous Equations Model
    Computational Economics, 2017, 50, (3), 503-515 Downloads
  2. Econometrics and Statistics
    Econometrics and Statistics, 2017, 1, (C), 1-1 Downloads View citations (12)

2010

  1. Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models
    Computational Statistics & Data Analysis, 2010, 54, (12), 3392-3403 Downloads View citations (2)
  2. The Fifth Special Issue on Computational Econometrics
    Computational Statistics & Data Analysis, 2010, 54, (11), 2359-2359 Downloads

2009

  1. The fourth special issue on Computational Econometrics
    Computational Statistics & Data Analysis, 2009, 53, (6), 1923-1924 Downloads

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 Downloads View citations (8)

2007

  1. A graph approach to generate all possible regression submodels
    Computational Statistics & Data Analysis, 2007, 52, (2), 799-815 Downloads View citations (11)
  2. Efficient algorithms for computing the best subset regression models for large-scale problems
    Computational Statistics & Data Analysis, 2007, 52, (1), 16-29 Downloads View citations (18)
  3. The Third Special Issue on Computational Econometrics
    Computational Statistics & Data Analysis, 2007, 51, (7), 3258-viii Downloads View citations (1)

2006

  1. 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 Downloads View citations (3)

2005

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

2003

  1. A comparative study of algorithms for solving seemingly unrelated regressions models
    Computational Statistics & Data Analysis, 2003, 44, (1-2), 3-35 Downloads View citations (12)
  2. Editorial
    Computational Statistics & Data Analysis, 2003, 42, (3), 277-278 Downloads
  3. Estimating seemingly unrelated regression models with vector autoregressive disturbances
    Journal of Economic Dynamics and Control, 2003, 28, (1), 27-44 Downloads View citations (3)
  4. Estimation of VAR Models Computational Aspects
    Computational Economics, 2003, 21, (1), 3-22 Downloads View citations (8)
    Also in Computational Economics, 2003, 21, (1_2), 3-22 (2003) Downloads View citations (7)
  5. Special Issue in Honour of Stan Azen: a Birthday Celebration
    Computational Statistics & Data Analysis, 2003, 44, (1-2), 1-2 Downloads

2002

  1. Seemingly unrelated regression model with unequal size observations: computational aspects
    Computational Statistics & Data Analysis, 2002, 41, (1), 211-229 Downloads View citations (6)

2000

  1. Inconsistencies in SURE Models: Computational Aspects
    Computational Economics, 2000, 16, (1/2), 63-70 Downloads View citations (1)
  2. Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints
    Computational Economics, 2000, 15, (1-2), 89-106 Downloads View citations (4)
    See also Working Paper

1997

  1. Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix
    Computational Economics, 1997, 10, (3), 231-50 Downloads View citations (5)
    See also Working Paper

1995

  1. An alternative approach for the numerical solution of seemingly unrelated regression equations models
    Computational Statistics & Data Analysis, 1995, 19, (4), 369-377 Downloads View citations (15)

Edited books

2008

  1. Computational Methods in Financial Engineering
    Springer Books, Springer

Editor

  1. Econometrics and Statistics
    Elsevier
 
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