Details about Erricos John Kontoghiorghes

Access statistics for papers by Erricos John Kontoghiorghes.

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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
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

4. 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)
5. Conjugate Gradient methods for solving sparse Simultaneous Equations Models
   Computing in Economics and Finance 2002, Society for Computational Economics

2001

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

2000

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

1999

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

Undated

10. Computing 3SLS Solutions of Simultaneous Equation Models with Possible Singular Variance-Covariance Matrix
    Computing in Economics and Finance 1996, Society for Computational Economics View citations (4)
    See also Journal Article Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix, Computational Economics, Springer (1997) View citations (5) (1997)
11. 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 Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints, Computational Economics, Springer (2000) View citations (4) (2000)

Journal Articles

2022

1. An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models
   Econometrics and Statistics, 2022, 21, (C), 1-18

2020

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

2017

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

2010

5. 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 View citations (2)
6. The Fifth Special Issue on Computational Econometrics
   Computational Statistics & Data Analysis, 2010, 54, (11), 2359-2359

2009

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

2008

8. An efficient branch-and-bound strategy for subset vector autoregressive model selection
   Journal of Economic Dynamics and Control, 2008, 32, (6), 1949-1963 View citations (8)

2007

9. A graph approach to generate all possible regression submodels
   Computational Statistics & Data Analysis, 2007, 52, (2), 799-815 View citations (12)
10. Efficient algorithms for computing the best subset regression models for large-scale problems
    Computational Statistics & Data Analysis, 2007, 52, (1), 16-29 View citations (19)
11. The Third Special Issue on Computational Econometrics
    Computational Statistics & Data Analysis, 2007, 51, (7), 3258-viii View citations (1)

2006

12. 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 View citations (3)

2005

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

2003

16. A comparative study of algorithms for solving seemingly unrelated regressions models
    Computational Statistics & Data Analysis, 2003, 44, (1-2), 3-35 View citations (13)
17. Editorial
    Computational Statistics & Data Analysis, 2003, 42, (3), 277-278
18. Estimating seemingly unrelated regression models with vector autoregressive disturbances
    Journal of Economic Dynamics and Control, 2003, 28, (1), 27-44 View citations (3)
19. Estimation of VAR Models Computational Aspects
    Computational Economics, 2003, 21, (1), 3-22 View citations (8)
    Also in Computational Economics, 2003, 21, (1_2), 3-22 (2003) View citations (7)
20. Special Issue in Honour of Stan Azen: a Birthday Celebration
    Computational Statistics & Data Analysis, 2003, 44, (1-2), 1-2

2002

21. Seemingly unrelated regression model with unequal size observations: computational aspects
    Computational Statistics & Data Analysis, 2002, 41, (1), 211-229 View citations (7)

2000

22. Inconsistencies in SURE Models: Computational Aspects
    Computational Economics, 2000, 16, (1/2), 63-70 View citations (2)
23. Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints
    Computational Economics, 2000, 15, (1-2), 89-106 View citations (4)
    See also Working Paper Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints, Computing in Economics and Finance 1997 View citations (3)

1997

24. Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix
    Computational Economics, 1997, 10, (3), 231-50 View citations (5)
    See also Working Paper Computing 3SLS Solutions of Simultaneous Equation Models with Possible Singular Variance-Covariance Matrix, Computing in Economics and Finance 1996 View citations (4)

1995

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

Edited books

2008

1. Computational Methods in Financial Engineering
   Springer Books, Springer View citations (26)

Editor

1. Econometrics and Statistics
   Elsevier