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Kontoghiorghes, Erricos John

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Author ID: kontoghiorghes.erricos-john Recent zbMATH articles by "Kontoghiorghes, Erricos John"
Published as: Kontoghiorghes, Erricos John; Kontoghiorghes, Erricos J.; Kontoghiorghes, E. J.
Documents Indexed: 57 Publications since 1993, including 7 Books

Publications by Year

Citations contained in zbMATH Open

35 Publications have been cited 195 times in 84 Documents Cited by Year
Efficient algorithms for computing the best subset regression models for large-scale problems. Zbl 1452.62497
Hofmann, Marc; Gatu, Cristian; Kontoghiorghes, Erricos John
22
2007
A comparative study of algorithms for solving seemingly unrelated regressions models. Zbl 1429.62289
Foschi, Paolo; Belsley, David A.; Kontoghiorghes, Erricos J.
15
2003
Seemingly unrelated regression model with unequal size observations: Computational aspects. Zbl 1018.65015
Foschi, Paolo; Kontoghiorghes, Erricos J.
15
2002
A graph approach to generate all possible regression submodels. Zbl 1452.62061
Gatu, Cristian; Yanev, Petko I.; Kontoghiorghes, Erricos J.
15
2007
Parallel algorithms for linear models. Numerical methods and estimation problems. Zbl 0981.68176
Kontoghiorghes, Erricos John
13
2000
An alternative approach for the numerical solution of seemingly unrelated regression equations models. Zbl 0875.62362
Kontoghiorghes, E. J.; Clarke, M. R. B.
13
1995
Estimation of VAR models: computational aspects. Zbl 1013.62091
Foschi, Paolo; Kontoghiorghes, Erricos J.
8
2003
Computational methods for modifying seemingly unrelated regressions models. Zbl 1037.65010
Kontoghiorghes, Erricos John
7
2004
Efficient strategies for deriving the subset VAR models. Zbl 1089.62106
Gatu, Cristian; Kontoghiorghes, Erricos John
6
2005
Parallel strategies for solving SURE models with variance inequalities and positivity of correlations constraints. Zbl 0951.62052
Kontoghiorghes, Erricos J.
6
2000
Solving the updated and downdated ordinary linear model on massively parallel SIMD systems. Zbl 1049.68551
Kontoghiorghes, E. J.; Clarke, M. R. B.
6
1993
Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process. Zbl 1200.62106
Gatu, Cristian; Kontoghiorghes, Erricos J.
5
2006
An efficient branch-and-bound strategy for subset vector autoregressive model selection. Zbl 1181.62131
Gatu, Cristian; Kontoghiorghes, Erricos J.; Gilli, Manfred; Winker, Peter
5
2008
Computing 3SLS solutions of simultaneous equation models with a possible singular variance-covariance matrix. Zbl 0893.90031
Kontoghiorghes, Erricos J.; Dinenis, Elias
5
1997
Algorithms for computing the QR decomposition of a set of matrices with common columns. Zbl 1055.65042
Yanev, Petko; Foschi, Paolo; Kontoghiorghes, Erricos John
5
2004
Estimating seemingly unrelated regression models with vector autoregressive disturbances. Zbl 1180.65012
Foschi, Paolo; Kontoghiorghes, Erricos J.
4
2003
Second special issue on computational econometrics. Zbl 1429.00026
Belsley, David A. (ed.); Kontoghiorghes, Erricos John (ed.)
4
2005
Parallel strategies for computing the orthogonal factorizations used in the estimation of econometric models. Zbl 0947.68174
Kontoghiorghes, E. J.
4
1999
Handbook of parallel computing and statistics. Zbl 1138.68300
Kontoghiorghes, Erricos John
4
2006
A computationally efficient method for solving SUR models with orthogonal regressors. Zbl 1055.65017
Foschi, Paolo; Kontoghiorghes, Erricos J.
4
2004
Recursive least-squares using a hybrid Householder algorithm on massively parallel SIMD systems. Zbl 1050.65502
Kontoghiorghes, E. J.; Clint, M.; Naegeli, H.-H.
3
1999
Parallel reorthogonalization of the QR decomposition after deleting columns. Zbl 0777.65025
Kontoghiorghes, E. J.; Clarke, M. R. B.
3
1993
Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models. Zbl 1284.62457
Hofmann, Marc; Kontoghiorghes, Erricos John
3
2010
The third special issue on computational econometrics. Zbl 1161.62447
Belsley, David A. (ed.); Kontoghiorghes, Erricos John (ed.); Magnus, Jan R. (ed.)
3
2007
Editorial: The fourth special issue on computational econometrics. Zbl 1453.00017
Belsley, David A. (ed.); Davidson, Russell (ed.); Kontoghiorghes, Erricos John (ed.); MacKinnon, James G. (ed.); van Dijk, Herman K. (ed.)
2
2009
Solving the sequential accumulation least squares with linear equality constraints problem on a SIMD array processor. Zbl 0925.65073
Kontoghiorghes, Erricos J.; Dinenis, Elias
2
1996
Parallel strategies for rank-\(k\) updating of the QR decomposition. Zbl 0981.65036
Kontoghiorghes, Erricos J.
2
2000
Efficient algorithms for block downdating of least squares solutions. Zbl 1053.65028
Yanev, Petko; Kontoghiorghes, Erricos J.
2
2004
Computationally efficient methods for estimating the updated-observations SUR models. Zbl 1123.65008
Yanev, Petko I.; Kontoghiorghes, Erricos J.
2
2007
Editorial: Special issue on statistical and computational methods in finance. Zbl 1452.00016
Amendola, Alessandra (ed.); Belsley, David (ed.); Kontoghiorghes, Erricos John (ed.); Van Dijk, Herman K. (ed.); Omori, Yasuhiro (ed.); Zivot, Eric (ed.)
2
2008
Ordinary linear model estimation on a massively parallel SIMD computer. Zbl 0941.68803
Kontoghiorghes, Erricos John
1
1999
Inconsistencies in SURE models: Computational aspects. Zbl 0964.62052
Kontoghiorghes, Erricos J.
1
2000
Numerical and computational strategies for solving seemingly unrelated regression models. Zbl 1043.65012
Foschi, Paolo; Garin, Lucien; Kontoghiorghes, Erricos J.
1
2002
New parallel strategies for block updating the QR decomposition. Zbl 1049.68591
Kontoghiorghes, Erricos J.
1
1995
The fifth special issue on computational econometrics. Zbl 1284.00065
Belsley, David A. (ed.); Duchesne, Pierre (ed.); Kapetanios, George (ed.); Kontoghiorghes, Erricos John (ed.); Paolella, Marc (ed.); Van Dijk, Herman K. (ed.)
1
2010
Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models. Zbl 1284.62457
Hofmann, Marc; Kontoghiorghes, Erricos John
3
2010
The fifth special issue on computational econometrics. Zbl 1284.00065
Belsley, David A.; Duchesne, Pierre; Kapetanios, George; Kontoghiorghes, Erricos John; Paolella, Marc; Van Dijk, Herman K.
1
2010
Editorial: The fourth special issue on computational econometrics. Zbl 1453.00017
Belsley, David A.; Davidson, Russell; Kontoghiorghes, Erricos John; MacKinnon, James G.; van Dijk, Herman K.
2
2009
An efficient branch-and-bound strategy for subset vector autoregressive model selection. Zbl 1181.62131
Gatu, Cristian; Kontoghiorghes, Erricos J.; Gilli, Manfred; Winker, Peter
5
2008
Editorial: Special issue on statistical and computational methods in finance. Zbl 1452.00016
Amendola, Alessandra; Belsley, David; Kontoghiorghes, Erricos John; Van Dijk, Herman K.; Omori, Yasuhiro; Zivot, Eric
2
2008
Efficient algorithms for computing the best subset regression models for large-scale problems. Zbl 1452.62497
Hofmann, Marc; Gatu, Cristian; Kontoghiorghes, Erricos John
22
2007
A graph approach to generate all possible regression submodels. Zbl 1452.62061
Gatu, Cristian; Yanev, Petko I.; Kontoghiorghes, Erricos J.
15
2007
The third special issue on computational econometrics. Zbl 1161.62447
Belsley, David A.; Kontoghiorghes, Erricos John; Magnus, Jan R.
3
2007
Computationally efficient methods for estimating the updated-observations SUR models. Zbl 1123.65008
Yanev, Petko I.; Kontoghiorghes, Erricos J.
2
2007
Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process. Zbl 1200.62106
Gatu, Cristian; Kontoghiorghes, Erricos J.
5
2006
Handbook of parallel computing and statistics. Zbl 1138.68300
Kontoghiorghes, Erricos John
4
2006
Efficient strategies for deriving the subset VAR models. Zbl 1089.62106
Gatu, Cristian; Kontoghiorghes, Erricos John
6
2005
Second special issue on computational econometrics. Zbl 1429.00026
Belsley, David A.; Kontoghiorghes, Erricos John
4
2005
Computational methods for modifying seemingly unrelated regressions models. Zbl 1037.65010
Kontoghiorghes, Erricos John
7
2004
Algorithms for computing the QR decomposition of a set of matrices with common columns. Zbl 1055.65042
Yanev, Petko; Foschi, Paolo; Kontoghiorghes, Erricos John
5
2004
A computationally efficient method for solving SUR models with orthogonal regressors. Zbl 1055.65017
Foschi, Paolo; Kontoghiorghes, Erricos J.
4
2004
Efficient algorithms for block downdating of least squares solutions. Zbl 1053.65028
Yanev, Petko; Kontoghiorghes, Erricos J.
2
2004
A comparative study of algorithms for solving seemingly unrelated regressions models. Zbl 1429.62289
Foschi, Paolo; Belsley, David A.; Kontoghiorghes, Erricos J.
15
2003
Estimation of VAR models: computational aspects. Zbl 1013.62091
Foschi, Paolo; Kontoghiorghes, Erricos J.
8
2003
Estimating seemingly unrelated regression models with vector autoregressive disturbances. Zbl 1180.65012
Foschi, Paolo; Kontoghiorghes, Erricos J.
4
2003
Seemingly unrelated regression model with unequal size observations: Computational aspects. Zbl 1018.65015
Foschi, Paolo; Kontoghiorghes, Erricos J.
15
2002
Numerical and computational strategies for solving seemingly unrelated regression models. Zbl 1043.65012
Foschi, Paolo; Garin, Lucien; Kontoghiorghes, Erricos J.
1
2002
Parallel algorithms for linear models. Numerical methods and estimation problems. Zbl 0981.68176
Kontoghiorghes, Erricos John
13
2000
Parallel strategies for solving SURE models with variance inequalities and positivity of correlations constraints. Zbl 0951.62052
Kontoghiorghes, Erricos J.
6
2000
Parallel strategies for rank-\(k\) updating of the QR decomposition. Zbl 0981.65036
Kontoghiorghes, Erricos J.
2
2000
Inconsistencies in SURE models: Computational aspects. Zbl 0964.62052
Kontoghiorghes, Erricos J.
1
2000
Parallel strategies for computing the orthogonal factorizations used in the estimation of econometric models. Zbl 0947.68174
Kontoghiorghes, E. J.
4
1999
Recursive least-squares using a hybrid Householder algorithm on massively parallel SIMD systems. Zbl 1050.65502
Kontoghiorghes, E. J.; Clint, M.; Naegeli, H.-H.
3
1999
Ordinary linear model estimation on a massively parallel SIMD computer. Zbl 0941.68803
Kontoghiorghes, Erricos John
1
1999
Computing 3SLS solutions of simultaneous equation models with a possible singular variance-covariance matrix. Zbl 0893.90031
Kontoghiorghes, Erricos J.; Dinenis, Elias
5
1997
Solving the sequential accumulation least squares with linear equality constraints problem on a SIMD array processor. Zbl 0925.65073
Kontoghiorghes, Erricos J.; Dinenis, Elias
2
1996
An alternative approach for the numerical solution of seemingly unrelated regression equations models. Zbl 0875.62362
Kontoghiorghes, E. J.; Clarke, M. R. B.
13
1995
New parallel strategies for block updating the QR decomposition. Zbl 1049.68591
Kontoghiorghes, Erricos J.
1
1995
Solving the updated and downdated ordinary linear model on massively parallel SIMD systems. Zbl 1049.68551
Kontoghiorghes, E. J.; Clarke, M. R. B.
6
1993
Parallel reorthogonalization of the QR decomposition after deleting columns. Zbl 0777.65025
Kontoghiorghes, E. J.; Clarke, M. R. B.
3
1993
all top 5

Cited by 132 Authors

24 Kontoghiorghes, Erricos John
7 Gatu, Cristian
6 Belsley, David A.
5 Foschi, Paolo
3 Casado, Silvia
3 Pacheco, Joaquín A.
3 van Dijk, Herman K.
3 Wang, Lichun
3 Winker, Peter
3 Yanev, Petko I.
2 Barlow, Jesse L.
2 Clarke, Michael R. B.
2 Gilli, Manfred
2 Giménez, Domingo
2 Hadjiantoni, Stella
2 Hofmann, Marc
2 Kapetanios, George
2 López-Espín, Jose J.
2 Nuñez, Laura
2 Singh, Radhey S.
2 Van Aelst, Stefan
2 Vidal, Antonio Manuel
1 Anselin, Luc E.
1 Aşıkgil, Barış
1 Bellini, Tiziano
1 Benedetti, Roberto
1 Berman, Mark N.
1 Brusco, Michael J.
1 Buchholz, Anika
1 Bühlmann, Peter
1 Caprile, Bruno
1 Celeux, Gilles
1 Chen, Cathy W. S.
1 Chen, Yuansi
1 Clint, Maurice
1 Coakley, Jerry
1 Creel, Michael
1 Dagum, Estelle Bee
1 Davidson, Russell
1 Deng, Wei
1 Draper, Norman R.
1 Duchesne, Pierre
1 Eldén, Lars
1 Ferreira, Eva
1 Fossati, Sebastian
1 Francq, Christian
1 Fu, Huimin
1 Fuertes, Ana-María
1 Furlanello, Cesare
1 Gallo, Giampiero M.
1 Gao, Junbin
1 Gentle, James E.
1 Ghaffari, Reza
1 Godolphin, Janet D.
1 Goffe, William L.
1 Gómez, Olga
1 Groenen, Patrick J. F.
1 Guo, Guangbao
1 Guo, Yi
1 Heun Song, Seuck
1 Hinde, John P.
1 Holländer, Norbert
1 Huh, Moon Yul
1 Jhun, Myoungshic Jhun
1 Jitthavech, Jirawan
1 Jung, Byoung-Cheol
1 Karimi, Mahmood
1 Ke, Rong
1 Keerativibool, Warangkhana
1 Khalaf, Lynda
1 Khan, Jafar A.
1 Klouda, Karel
1 Kurata, Hiroshi
1 Lafratta, Giovanni
1 Lian, Heng
1 Lorchirachoonkul, Vichit
1 Luati, Alessandra
1 MacKinnon, James G.
1 Magnus, Jan R.
1 Mahani, Alireza S.
1 Marin, Jean-Michel
1 Matsuura, Shun
1 McCullough, B. D.
1 McDaid, Aaron F.
1 McNicholas, Paul D.
1 Merler, Stefano
1 Miyashiro, Ryuhei
1 Mount, David M.
1 Murphy, Thomas Brendan
1 Nason, Guy P.
1 Netanyahu, Nathan S.
1 Orbe, Susan
1 Örkcu, H. Hasan
1 Ouysse, Rachida
1 Paolella, Marc S.
1 Park, Haesun
1 Paroli, Roberta
1 Perrott, Ronald H.
1 Piatko, Christine D.
1 Porras, Santiago
...and 32 more Authors

Citations by Year