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