A new partitioned inversion rule with an application to time series econometrics

Maria Zoia; Mario Faliva

A new partitioned inversion rule with an application to time series econometrics

Maria Zoia
, Mario Faliva

Risultato della ricerca: Contributo in rivista › Articolo › peer review

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	Inglese
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

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title = "A new partitioned inversion rule with an application to time series econometrics",

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.",

keywords = "Orthogonal complement, Partitioned inversion, Vector autoregressive model, Orthogonal complement, Partitioned inversion, Vector autoregressive model",

author = "Maria Zoia and Mario Faliva",

year = "2010",

language = "English",

volume = "18",

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AU - Faliva, Mario

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KW - Orthogonal complement

KW - Partitioned inversion

KW - Vector autoregressive model

KW - Orthogonal complement

KW - Partitioned inversion

KW - Vector autoregressive model

UR - http://hdl.handle.net/10807/20589

M3 - Article

SN - 0973-1377

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JO - INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS

JF - INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS

ER -

A new partitioned inversion rule with an application to time series econometrics

Abstract

Keywords

Altri file e collegamenti

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