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    Université de Neuchâtel

    Numerical methods for estimating linear econometric models

    Foschi, Paolo ; Nägeli, Hans-Heinrich (Dir.) ; Kontoghiorghes, Erricos John (Codir.)

    Thèse de doctorat : Université de Neuchâtel : 2003 ; 1746.

    The estimation of the Seemingly Unrelated Regressions (SUR) model and its variants is a core area of econometrics. The purpose of this thesis is the investigation and development of efficient numerical and computational methods for solving large-scale SUR models. Specifically, its aim is twofold: firstly to continue past successful research into the design of numerically efficient methods for...

    Université de Neuchâtel

    Algorithms for solving statistical model selection problems

    Gatu, Cristian ; Erard, Pierre-Jean (Dir.) ; Kontoghiorghes, Erricos John (Codir.)

    Thèse de doctorat : Université de Neuchâtel : 2004 ; 1744.

    Statistical model selection problems arises in diverse areas. Some of the selection methods have exponential complexities and thus, are computationally demanding. The purpose of this thesis is to propose computationally efficient and numerical reliable algorithms used in statistical model selection. Particular emphasis is given to the computationally intensive model selection strategies which...