Advances in Computational Economics

Parallel Algorithms for Linear Models

Numerical Methods and Estimation Problems

Authors: Kontoghiorghes, Erricos

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About this book

Parallel Algorithms for Linear Models provides a complete and detailed account of the design, analysis and implementation of parallel algorithms for solving large-scale linear models. It investigates and presents efficient, numerically stable algorithms for computing the least-squares estimators and other quantities of interest on massively parallel systems.
The monograph is in two parts. The first part consists of four chapters and deals with the computational aspects for solving linear models that have applicability in diverse areas. The remaining two chapters form the second part, which concentrates on numerical and computational methods for solving various problems associated with seemingly unrelated regression equations (SURE) and simultaneous equations models.
The practical issues of the parallel algorithms and the theoretical aspects of the numerical methods will be of interest to a broad range of researchers working in the areas of numerical and computational methods in statistics and econometrics, parallel numerical algorithms, parallel computing and numerical linear algebra. The aim of this monograph is to promote research in the interface of econometrics, computational statistics, numerical linear algebra and parallelism.

Table of contents (6 chapters)

  • Linear Models and QR Decomposition

    Kontoghiorghes, Erricos John

    Pages 1-38

  • Olm Not of Full Rank

    Kontoghiorghes, Erricos John

    Pages 39-55

  • Updating and Downdating The Olm

    Kontoghiorghes, Erricos John

    Pages 57-104

  • The General Linear Model

    Kontoghiorghes, Erricos John

    Pages 105-115

  • Seemingly Unrelated Regression Equations Models

    Kontoghiorghes, Erricos John

    Pages 117-145

Buy this book

eBook $139.00
price for USA (gross)
  • ISBN 978-1-4615-4571-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $199.00
price for USA
  • ISBN 978-0-7923-7720-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA
  • ISBN 978-1-4613-7064-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Parallel Algorithms for Linear Models
Book Subtitle
Numerical Methods and Estimation Problems
Authors
Series Title
Advances in Computational Economics
Series Volume
15
Copyright
2000
Publisher
Springer US
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4615-4571-2
DOI
10.1007/978-1-4615-4571-2
Hardcover ISBN
978-0-7923-7720-7
Softcover ISBN
978-1-4613-7064-2
Series ISSN
0929-130X
Edition Number
1
Number of Pages
XVII, 183
Topics