ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS

DOI10.1017/S0266466602182120MaRDI QIDQ4807299zbMATH OpenOpenAlexFDO

Authors Mario Faliva, Maria Grazia Zoia

Publication date 18 May 2003

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466602182120

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Theory of matrix inversion and generalized inverses (15A09) Matrix equations and identities (15A24)

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Cited in

(10)

• Inversion of \(3\times 3\) partitioned matrices in investigation of the twoepoch linear model with the nuisance paramters
• Impact factors
• New insights into best linear unbiased estimation and the optimality of least-squares
• COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES
• Constrained smoothing of noisy data using splines in tension
• Matrix support functionals for inverse problems, regularization, and learning
• A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression
• Closed-form expressions for the regular part coefficients in matrix polynomial inversion and related results
• A short-cut derivation for the solution of autoregressive models from sharp algebraic arguments
• A new proof of the representation theorem for I(2) processes

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