A Generalized Singular Value Decomposition Strategy for Estimating the Block Recursive Simultaneous Equations Model
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DOI: 10.1007/s10614-016-9595-y
Abstract: A new strategy for deriving the three-stage least squares (3SLS) estimator of the simultaneous equations model (SEM) is proposed. The main numerical tool employed is the generalized singular value decomposition. This provides a numerical estimation… read more here.
Keywords: simultaneous equations; generalized singular; equations model; strategy ... See more keywords
On choices of formulations of computing the generalized singular value decomposition of a large matrix pair
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DOI: 10.1007/s11075-020-00984-9
Abstract: For the computation of the generalized singular value decomposition (GSVD) of a large matrix pair (A,B) of full column rank, the GSVD is commonly formulated as two mathematically equivalent generalized eigenvalue problems, so that a… read more here.
Keywords: singular value; matrix pair; generalized singular; large matrix ... See more keywords