On a partitioned inversion formula having useful applications in econometrics

Econometric Theory

Volumn 18, Issue 2, 2002, Pages 525-530

  Faliva, Mario ^a   Zoia, Maria Grazia ^b  

^a UNIVERSITÀ CATTOLICA DEL SACRO CUORE   (Italy)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036004234     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466602182120     Document Type: Article

References (6)

1. Banerjee, A., J.J. Dolado, J.W. Galbraith, & D.F. Hendry (1993) Cointegration, Error Correction, and the Econometric Analysis of Non-Stationary Data. New York: Oxford University Press.
2. Engsted, T. & S. Johansen (1997) Granger's Representation Theorem and Multicointegration. Working paper, European University Institute, Badia Fiesolana, Firenze.
3. Jeffrey, A. (1992) Complex Analysis and Applications, London: CRC Press.
4. Johansen, S. (1995) Likelihood-Based Inference in Cointegrated Vector Autoregressive Models. Oxford: Oxford University Press.
5. Marsaglia, G. & G.P.H. Styan (1974) Equalities and inequalities for ranks of matrices. Linear and Multilinear Algebra 2, 269-292.
6. Rao, C.R. & S.K. Mitra (1971) Generalized Inverse of Matrices and Its Applications, New York: Wiley.