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    CSDA
    2002
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    Numerical linear algebra in the integrity theory of the Global Positioning System
    14 years 8 months ago
    Numerical linear algebra in the integrity theory of the Global Positioning System
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    Xiao-Wen Chang, Christopher C. Paige
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    CSDA
    2002
    77views more  CSDA 2002»
    Numerically stable cointegration analysis
    14 years 8 months ago
    Numerically stable cointegration analysis
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    Cointegration analysis involves the solution of a generalized eigenproblem involving moment matrices and inverted moment matrices. These formulae are unsuitable for actual computa...
    Jurgen A. Doornik, R. J. O'Brien
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