Details about Erricos John Kontoghiorghes
Access statistics for papers by Erricos John Kontoghiorghes.
Last updated 20220107. Update your information in the RePEc Author Service.
Shortid: pko218
Jump to Journal Articles Edited books Editor
Working Papers
2006
 A graph approach to generate all possible subset regression models
Computing in Economics and Finance 2006, Society for Computational Economics
 New strategies for the detection of influential observations
Computing in Economics and Finance 2006, Society for Computational Economics
 Parallel algorithms for downdating the leastsquares estimator of the regression model
Computing in Economics and Finance 2006, Society for Computational Economics
2002
 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)
 Conjugate Gradient methods for solving sparse Simultaneous Equations Models
Computing in Economics and Finance 2002, Society for Computational Economics
2001
 A recursive algorithm for solving SUR models
Computing in Economics and Finance 2001, Society for Computational Economics
2000
 BLOCK PARALLEL ALGORITHMS FOR SOLVING THE GENERAL LINEAR MODEL
Computing in Economics and Finance 2000, Society for Computational Economics
 NUMERICAL SOLUTION OF SURE MODELS DERIVING FROM VAR(P) PROCESSES
Computing in Economics and Finance 2000, Society for Computational Economics
1999
 Updating SURE Models
Computing in Economics and Finance 1999, Society for Computational Economics View citations (1)
Undated
 Computing 3SLS Solutions of Simultaneous Equation Models with Possible Singular VarianceCovariance 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 VarianceCovariance Matrix, Computational Economics, Springer (1997) View citations (5) (1997)
 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
2020
 Multiple linear regression models for random intervals: a set arithmetic approach
Computational Statistics, 2020, 35, (2), 755773 View citations (1)
2017
 A Generalized Singular Value Decomposition Strategy for Estimating the Block Recursive Simultaneous Equations Model
Computational Economics, 2017, 50, (3), 503515
 Econometrics and Statistics
Econometrics and Statistics, 2017, 1, (C), 11 View citations (12)
2010
 Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models
Computational Statistics & Data Analysis, 2010, 54, (12), 33923403 View citations (2)
 The Fifth Special Issue on Computational Econometrics
Computational Statistics & Data Analysis, 2010, 54, (11), 23592359
2009
 The fourth special issue on Computational Econometrics
Computational Statistics & Data Analysis, 2009, 53, (6), 19231924
2008
 An efficient branchandbound strategy for subset vector autoregressive model selection
Journal of Economic Dynamics and Control, 2008, 32, (6), 19491963 View citations (8)
2007
 A graph approach to generate all possible regression submodels
Computational Statistics & Data Analysis, 2007, 52, (2), 799815 View citations (12)
 Efficient algorithms for computing the best subset regression models for largescale problems
Computational Statistics & Data Analysis, 2007, 52, (1), 1629 View citations (19)
 The Third Special Issue on Computational Econometrics
Computational Statistics & Data Analysis, 2007, 51, (7), 3258viii View citations (1)
2006
 Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
Journal of Economic Dynamics and Control, 2006, 30, (5), 721739 View citations (3)
2005
 Efficient strategies for deriving the subset VAR models
Computational Management Science, 2005, 4, (4), 253278 View citations (7)
 Guest editorial
Computational Management Science, 2005, 2, (2), 8585
 Second Special issue on Computational Econometrics
Computational Statistics & Data Analysis, 2005, 49, (2), 283285 View citations (2)
2003
 A comparative study of algorithms for solving seemingly unrelated regressions models
Computational Statistics & Data Analysis, 2003, 44, (12), 335 View citations (13)
 Editorial
Computational Statistics & Data Analysis, 2003, 42, (3), 277278
 Estimating seemingly unrelated regression models with vector autoregressive disturbances
Journal of Economic Dynamics and Control, 2003, 28, (1), 2744 View citations (3)
 Estimation of VAR Models Computational Aspects
Computational Economics, 2003, 21, (1), 322 View citations (8)
Also in Computational Economics, 2003, 21, (1_2), 322 (2003) View citations (7)
 Special Issue in Honour of Stan Azen: a Birthday Celebration
Computational Statistics & Data Analysis, 2003, 44, (12), 12
2002
 Seemingly unrelated regression model with unequal size observations: computational aspects
Computational Statistics & Data Analysis, 2002, 41, (1), 211229 View citations (7)
2000
 Inconsistencies in SURE Models: Computational Aspects
Computational Economics, 2000, 16, (1/2), 6370 View citations (2)
 Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints
Computational Economics, 2000, 15, (12), 89106 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
 Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular VarianceCovariance Matrix
Computational Economics, 1997, 10, (3), 23150 View citations (5)
See also Working Paper Computing 3SLS Solutions of Simultaneous Equation Models with Possible Singular VarianceCovariance Matrix, Computing in Economics and Finance 1996 View citations (4)
1995
 An alternative approach for the numerical solution of seemingly unrelated regression equations models
Computational Statistics & Data Analysis, 1995, 19, (4), 369377 View citations (15)
Edited books
2008
 Computational Methods in Financial Engineering
Springer Books, Springer View citations (26)
Editor
 Econometrics and Statistics
Elsevier

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