This paper compares the finite sample performance of the canonical correlation regression estimator (CCR) and Stock and Watson's (A simple estimator of cointegration vectors in higher order integrated systems, Econometrica, 1993, 61(4), 783-820) dynamic ordinary least squares estimator (DOLS) using the models proposed by Inder (Journal of Econometrics, 1993, 57, 53-68). The CCR estimator shows ...

Thanks to (1.1), the bilinear form on X×X at the left hand side is bounded, symmetric, and elliptic, and the right-hand side defines a bounded functional on X . From the Lax-Milgram lemma, we conclude that (1.2), and so the least-squares problem, has a unique solution u∈X that depends continuously on f ∈Y ′. Whenever the equation Gu= f has a solution, i.e., f ∈IG (consistency), it is the unique...

Levelling is the most precise technique for height difference measurements in geomatics engineering. Various systematic errors affect precise levelling observations and reduce the precision of the observed height differences. This study investigates digital levels residual compensator error and observational method for its elimination. For this purpose the levelling data, which was collected wi...

A new algorithm based on least-squares method for harmonic and interharmonic analysis is proposed. The approach employs least-squares method and is based on a linear prediction relation for multiple sinusoidal signals. It is shown that the method allows for accurate harmonic and interharmonic estimation with high frequency resolution. The approach is compared with that of DFT method and prony m...

SUMMARY This is the rst in a series of two papers in which the patch recovery technique proposed by Zienkiewicz and Zhu is analyzed. In this work, it is proved that the recovered derivative by the least squares tting is superconvergent for the two point boundary value problems. Further the a posteriori error estimator based on the recovery technique is show to be asymptotically exact. This conn...

In this paper, we introduce a simple method for the Cauchy problem. This new finite element method is based on least squares methodology with discontinuous approximations which can be implemented and analyzed easily. This discontinuous Galerkin finite element method is flexible to work with general unstructured meshes. Error estimates of the finite element solution are derived. The numerical ex...

Standard algorithms for state estimation may be viewed as quasi-Newton's methods applied to the rst order optimality conditions of a least squares minimization problem. Previous work in the literature has documented the (somewhat surprising) fact that when a full Newton's method is applied to the same formulation, convergence properties are far worse than the quasi-Newton's method, until the it...