Closed-form expressions for the regular part coefficients in matrix polynomial inversion and related results
From MaRDI portal
Publication:2994899
DOI10.1080/09720502.2009.10700641zbMath1210.15004MaRDI QIDQ2994899
Publication date: 29 April 2011
Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/09720502.2009.10700641
15A09: Theory of matrix inversion and generalized inverses
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Impulse response analysis of cointegrated systems
- Impulse response analysis in infinite order cointegrated vector autoregressive processes
- Impulse response and forecast error variance asymptotics in nonstationary VARs
- An algebraic interpretation of cointegration
- Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- A new proof of the representation theorem for I(2) processes
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS