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48
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CSDA
2002
121views more  CSDA 2002»
14 years 9 months ago
Numerical linear algebra in the integrity theory of the Global Positioning System
Xiao-Wen Chang, Christopher C. Paige
73
Voted
CSDA
2002
77views more  CSDA 2002»
14 years 9 months ago
Numerically stable cointegration analysis
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