Vol. 21, No. 1, ET 20th Anniversary Colloquium: Automated Inference and the Future of Econometrics (Feb., 2005), pp. 158-170 (13 pages) This paper proposes a new class of heteroskedastic and ...
In this paper, we present new error bounds for the Lanczos method and the shift-and-invert Lanczos method for computing e -τA v for a large sparse symmetric positive ...