Some equivalences in linear estimation (in Russian)
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- Van Tongeren, J.W. & Magnus, J.R., 2011. "Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala," Other publications TiSEM 7a0ed98e-134b-4fa4-a97c-4, Tilburg University, School of Economics and Management.
- Van Tongeren, J.W. & Magnus, J.R., 2011. "Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala," Discussion Paper 2011-022, Tilburg University, Center for Economic Research.
- Danilov, Dmitry & Magnus, Jan R., 2008.
"On the estimation of a large sparse Bayesian system: The Snaer program,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4203-4224, May.
- Dmitry Danilov & Jan R. Magnus, 2007. "On the estimation of a large sparse Bayesian system: the Snaer program," CIRJE F-Series CIRJE-F-478, CIRJE, Faculty of Economics, University of Tokyo.
- Van Tongeren, J.W., 2011. "From national accounting to the design, compilation, and use of bayesian policy and analysis frameworks," Other publications TiSEM e2d6399b-fdf5-4147-b414-3, Tilburg University, School of Economics and Management.
- Temel, Tugrul, 2011. "Estimation of a system of national accounts: implementation with mathematica," MPRA Paper 35446, University Library of Munich, Germany.
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More about this item
Keywords
Linear Bayes estimation; best linear unbiased; least squares; sparse problems; large-scale optimization;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
Statistics
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