• Medientyp: E-Artikel
  • Titel: ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS
  • Beteiligte: Faliva, Mario; Zoia, Maria Grazia
  • Erschienen: Cambridge University Press (CUP), 2002
  • Erschienen in: Econometric Theory
  • Sprache: Englisch
  • DOI: 10.1017/s0266466602182120
  • ISSN: 0266-4666; 1469-4360
  • Schlagwörter: Economics and Econometrics ; Social Sciences (miscellaneous)
  • Entstehung:
  • Anmerkungen:
  • Beschreibung: <jats:p>In this paper a novel partitioned inversion formula is obtained in terms of the orthogonal complements of off-diagonal blocks, with the emblematic matrix of unit-root econometrics emerging as the leading diagonal block of the inverse. The result paves the way to a straightforward derivation of a key result of vector autoregressive econometrics.</jats:p>