ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS
推导了一个新的分块矩阵求逆公式,其中单位根计量经济学的特征矩阵作为逆矩阵的主对角块出现,为向量自回归计量经济学中一个关键结果的直接推导铺平了道路。
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.