Abstract
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.
Lingua originale | English |
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pagine (da-a) | 1-10 |
Numero di pagine | 10 |
Rivista | INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS |
Volume | 18 |
Stato di pubblicazione | Pubblicato - 2010 |
Keywords
- Orthogonal complement
- Partitioned inversion
- Vector autoregressive model