Edit Profile Kontoghiorghes, Erricos John Compute Distance To: Compute Author ID: kontoghiorghes.erricos-john Published as: Kontoghiorghes, Erricos John; Kontoghiorghes, Erricos J.; Kontoghiorghes, E. J. Documents Indexed: 57 Publications since 1993, including 7 Books all top 5 Co-Authors 11 single-authored 9 Belsley, David A. 9 Foschi, Paolo 8 Gatu, Cristian 6 van Dijk, Herman K. 5 Colubi, Ana 4 Yanev, Petko I. 3 Clarke, Michael R. B. 3 Dinenis, Elias 3 García-Bárzana, Marta 2 Amendola, Alessandra 2 Chen, Cathy W. S. 2 Clint, Maurice 2 Davidson, Russell 2 Duchesne, Pierre 2 Francq, Christian 2 Hadjiantoni, Stella 2 Hofmann, Marc 2 Khalaf, Lynda 2 Rustem, Berc 2 Winker, Peter 1 Afifi, Abdelmonem A. 1 Bauwens, Luc C. A. A. 1 Billio, Monica 1 Croux, Christophe 1 Fokianos, Konstantinos 1 Fuertes, Ana-María 1 Gallo, Giampiero M. 1 Garin, Lucien 1 Gilli, Manfred 1 González-Rodríguez, Gil 1 Kapetanios, George 1 Koop, Gary 1 Koopman, Siem Jan 1 MacKinnon, James G. 1 Magnus, Jan R. 1 McAleer, Michael 1 Nägeli, Hans-Heinrich 1 Niland, Joyce C. 1 Omori, Yasuhiro 1 Paolella, Marc S. 1 Ramos-Guajardo, Ana Belén 1 Sameh, Ahmed H. 1 Siokos, Stavros 1 Trystram, Denis R. 1 Weston, J. S. 1 Zivot, Eric all top 5 Serials 16 Computational Statistics and Data Analysis 4 Parallel Computing 4 Computational Economics 3 Journal of Economic Dynamics & Control 2 Zeitschrift für Angewandte Mathematik und Mechanik (ZAMM) 2 Applied Numerical Mathematics 2 Algorithmica 2 Linear Algebra and its Applications 2 Parallel Algorithms and Applications 2 Computational Management Science 2 Statistics and Computing 1 Journal of Computational and Applied Mathematics 1 SIAM Journal on Matrix Analysis and Applications 1 Concurrency: Practice and Experience 1 Computational Statistics 1 International Journal of Computer Mathematics 1 Advances in Computational Economics 1 Statistics: Textbooks and Monographs 1 Applied Optimization 1 Advances in Computational Management Science all top 5 Fields 36 Statistics (62-XX) 25 Numerical analysis (65-XX) 15 General and overarching topics; collections (00-XX) 9 Computer science (68-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Operations research, mathematical programming (90-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 1 Combinatorics (05-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 1452.62497Hofmann, Marc; Gatu, Cristian; Kontoghiorghes, Erricos John 22 2007 A comparative study of algorithms for solving seemingly unrelated regressions models. Zbl 1429.62289Foschi, Paolo; Belsley, David A.; Kontoghiorghes, Erricos J. 15 2003 Seemingly unrelated regression model with unequal size observations: Computational aspects. Zbl 1018.65015Foschi, Paolo; Kontoghiorghes, Erricos J. 15 2002 A graph approach to generate all possible regression submodels. Zbl 1452.62061Gatu, Cristian; Yanev, Petko I.; Kontoghiorghes, Erricos J. 15 2007 Parallel algorithms for linear models. Numerical methods and estimation problems. Zbl 0981.68176Kontoghiorghes, Erricos John 13 2000 An alternative approach for the numerical solution of seemingly unrelated regression equations models. Zbl 0875.62362Kontoghiorghes, E. J.; Clarke, M. R. B. 13 1995 Estimation of VAR models: computational aspects. Zbl 1013.62091Foschi, Paolo; Kontoghiorghes, Erricos J. 8 2003 Computational methods for modifying seemingly unrelated regressions models. Zbl 1037.65010Kontoghiorghes, Erricos John 7 2004 Efficient strategies for deriving the subset VAR models. Zbl 1089.62106Gatu, Cristian; Kontoghiorghes, Erricos John 6 2005 Parallel strategies for solving SURE models with variance inequalities and positivity of correlations constraints. Zbl 0951.62052Kontoghiorghes, Erricos J. 6 2000 Solving the updated and downdated ordinary linear model on massively parallel SIMD systems. Zbl 1049.68551Kontoghiorghes, E. J.; Clarke, M. R. B. 6 1993 Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process. Zbl 1200.62106Gatu, Cristian; Kontoghiorghes, Erricos J. 5 2006 An efficient branch-and-bound strategy for subset vector autoregressive model selection. Zbl 1181.62131Gatu, 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 0893.90031Kontoghiorghes, Erricos J.; Dinenis, Elias 5 1997 Algorithms for computing the QR decomposition of a set of matrices with common columns. Zbl 1055.65042Yanev, Petko; Foschi, Paolo; Kontoghiorghes, Erricos John 5 2004 Estimating seemingly unrelated regression models with vector autoregressive disturbances. Zbl 1180.65012Foschi, Paolo; Kontoghiorghes, Erricos J. 4 2003 Second special issue on computational econometrics. Zbl 1429.00026Belsley, David A. (ed.); Kontoghiorghes, Erricos John (ed.) 4 2005 Parallel strategies for computing the orthogonal factorizations used in the estimation of econometric models. Zbl 0947.68174Kontoghiorghes, E. J. 4 1999 Handbook of parallel computing and statistics. Zbl 1138.68300Kontoghiorghes, Erricos John 4 2006 A computationally efficient method for solving SUR models with orthogonal regressors. Zbl 1055.65017Foschi, Paolo; Kontoghiorghes, Erricos J. 4 2004 Recursive least-squares using a hybrid Householder algorithm on massively parallel SIMD systems. Zbl 1050.65502Kontoghiorghes, E. J.; Clint, M.; Naegeli, H.-H. 3 1999 Parallel reorthogonalization of the QR decomposition after deleting columns. Zbl 0777.65025Kontoghiorghes, 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 1284.62457Hofmann, Marc; Kontoghiorghes, Erricos John 3 2010 The third special issue on computational econometrics. Zbl 1161.62447Belsley, David A. (ed.); Kontoghiorghes, Erricos John (ed.); Magnus, Jan R. (ed.) 3 2007 Editorial: The fourth special issue on computational econometrics. Zbl 1453.00017Belsley, 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 0925.65073Kontoghiorghes, Erricos J.; Dinenis, Elias 2 1996 Parallel strategies for rank-\(k\) updating of the QR decomposition. Zbl 0981.65036Kontoghiorghes, Erricos J. 2 2000 Efficient algorithms for block downdating of least squares solutions. Zbl 1053.65028Yanev, Petko; Kontoghiorghes, Erricos J. 2 2004 Computationally efficient methods for estimating the updated-observations SUR models. Zbl 1123.65008Yanev, Petko I.; Kontoghiorghes, Erricos J. 2 2007 Editorial: Special issue on statistical and computational methods in finance. Zbl 1452.00016Amendola, 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 0941.68803Kontoghiorghes, Erricos John 1 1999 Inconsistencies in SURE models: Computational aspects. Zbl 0964.62052Kontoghiorghes, Erricos J. 1 2000 Numerical and computational strategies for solving seemingly unrelated regression models. Zbl 1043.65012Foschi, Paolo; Garin, Lucien; Kontoghiorghes, Erricos J. 1 2002 New parallel strategies for block updating the QR decomposition. Zbl 1049.68591Kontoghiorghes, Erricos J. 1 1995 The fifth special issue on computational econometrics. Zbl 1284.00065Belsley, 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 1284.62457Hofmann, Marc; Kontoghiorghes, Erricos John 3 2010 The fifth special issue on computational econometrics. Zbl 1284.00065Belsley, 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 1453.00017Belsley, 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 1181.62131Gatu, Cristian; Kontoghiorghes, Erricos J.; Gilli, Manfred; Winker, Peter 5 2008 Editorial: Special issue on statistical and computational methods in finance. Zbl 1452.00016Amendola, 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 1452.62497Hofmann, Marc; Gatu, Cristian; Kontoghiorghes, Erricos John 22 2007 A graph approach to generate all possible regression submodels. Zbl 1452.62061Gatu, Cristian; Yanev, Petko I.; Kontoghiorghes, Erricos J. 15 2007 The third special issue on computational econometrics. Zbl 1161.62447Belsley, David A.; Kontoghiorghes, Erricos John; Magnus, Jan R. 3 2007 Computationally efficient methods for estimating the updated-observations SUR models. Zbl 1123.65008Yanev, Petko I.; Kontoghiorghes, Erricos J. 2 2007 Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process. Zbl 1200.62106Gatu, Cristian; Kontoghiorghes, Erricos J. 5 2006 Handbook of parallel computing and statistics. Zbl 1138.68300Kontoghiorghes, Erricos John 4 2006 Efficient strategies for deriving the subset VAR models. Zbl 1089.62106Gatu, Cristian; Kontoghiorghes, Erricos John 6 2005 Second special issue on computational econometrics. Zbl 1429.00026Belsley, David A.; Kontoghiorghes, Erricos John 4 2005 Computational methods for modifying seemingly unrelated regressions models. Zbl 1037.65010Kontoghiorghes, Erricos John 7 2004 Algorithms for computing the QR decomposition of a set of matrices with common columns. Zbl 1055.65042Yanev, Petko; Foschi, Paolo; Kontoghiorghes, Erricos John 5 2004 A computationally efficient method for solving SUR models with orthogonal regressors. Zbl 1055.65017Foschi, Paolo; Kontoghiorghes, Erricos J. 4 2004 Efficient algorithms for block downdating of least squares solutions. Zbl 1053.65028Yanev, Petko; Kontoghiorghes, Erricos J. 2 2004 A comparative study of algorithms for solving seemingly unrelated regressions models. Zbl 1429.62289Foschi, Paolo; Belsley, David A.; Kontoghiorghes, Erricos J. 15 2003 Estimation of VAR models: computational aspects. Zbl 1013.62091Foschi, Paolo; Kontoghiorghes, Erricos J. 8 2003 Estimating seemingly unrelated regression models with vector autoregressive disturbances. Zbl 1180.65012Foschi, Paolo; Kontoghiorghes, Erricos J. 4 2003 Seemingly unrelated regression model with unequal size observations: Computational aspects. Zbl 1018.65015Foschi, Paolo; Kontoghiorghes, Erricos J. 15 2002 Numerical and computational strategies for solving seemingly unrelated regression models. Zbl 1043.65012Foschi, Paolo; Garin, Lucien; Kontoghiorghes, Erricos J. 1 2002 Parallel algorithms for linear models. Numerical methods and estimation problems. Zbl 0981.68176Kontoghiorghes, Erricos John 13 2000 Parallel strategies for solving SURE models with variance inequalities and positivity of correlations constraints. Zbl 0951.62052Kontoghiorghes, Erricos J. 6 2000 Parallel strategies for rank-\(k\) updating of the QR decomposition. Zbl 0981.65036Kontoghiorghes, Erricos J. 2 2000 Inconsistencies in SURE models: Computational aspects. Zbl 0964.62052Kontoghiorghes, Erricos J. 1 2000 Parallel strategies for computing the orthogonal factorizations used in the estimation of econometric models. Zbl 0947.68174Kontoghiorghes, E. J. 4 1999 Recursive least-squares using a hybrid Householder algorithm on massively parallel SIMD systems. Zbl 1050.65502Kontoghiorghes, E. J.; Clint, M.; Naegeli, H.-H. 3 1999 Ordinary linear model estimation on a massively parallel SIMD computer. Zbl 0941.68803Kontoghiorghes, Erricos John 1 1999 Computing 3SLS solutions of simultaneous equation models with a possible singular variance-covariance matrix. Zbl 0893.90031Kontoghiorghes, Erricos J.; Dinenis, Elias 5 1997 Solving the sequential accumulation least squares with linear equality constraints problem on a SIMD array processor. Zbl 0925.65073Kontoghiorghes, Erricos J.; Dinenis, Elias 2 1996 An alternative approach for the numerical solution of seemingly unrelated regression equations models. Zbl 0875.62362Kontoghiorghes, E. J.; Clarke, M. R. B. 13 1995 New parallel strategies for block updating the QR decomposition. Zbl 1049.68591Kontoghiorghes, Erricos J. 1 1995 Solving the updated and downdated ordinary linear model on massively parallel SIMD systems. Zbl 1049.68551Kontoghiorghes, E. J.; Clarke, M. R. B. 6 1993 Parallel reorthogonalization of the QR decomposition after deleting columns. Zbl 0777.65025Kontoghiorghes, E. J.; Clarke, M. R. B. 3 1993 all cited Publications top 5 cited Publications 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 all top 5 Cited in 24 Serials 48 Computational Statistics and Data Analysis 3 Journal of Computational and Applied Mathematics 3 Journal of Economic Dynamics & Control 3 Communications in Statistics. Theory and Methods 3 Linear Algebra and its Applications 2 Applied Numerical Mathematics 2 European Journal of Operational Research 2 Computational Economics 2 Parallel Algorithms and Applications 2 Statistics and Computing 1 Journal of the Franklin Institute 1 Applied Mathematics and Computation 1 Statistics & Probability Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 Statistical Science 1 Signal Processing 1 Concurrency: Practice and Experience 1 Communications in Statistics. Simulation and Computation 1 Mathematical Problems in Engineering 1 Mathematics and Mechanics of Solids 1 Statistical Methods and Applications 1 Statistical Methodology 1 Journal of Statistical Theory and Practice 1 AStA. Advances in Statistical Analysis all top 5 Cited in 13 Fields 71 Statistics (62-XX) 22 Numerical analysis (65-XX) 11 Operations research, mathematical programming (90-XX) 9 General and overarching topics; collections (00-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Computer science (68-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 1 Combinatorics (05-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of deformable solids (74-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year