Partitioned inversion formulas have always represented a basic tool in the standard algebraic equipment of statisticians and econometricians. This paper establishes a new partitioned inversion rule and proves its usefulness in finding solutions of vector autoregressive models (VAR) with unit roots.
|Number of pages||10|
|Journal||INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS|
|Publication status||Published - 2010|
- Orthogonal complement
- Partitioned inversion
- Vector autoregressive model