A Note on the Basic Lemma of the Linear Identification Problem

In this note, the basic lemma of the linear identification problem is revisited. By utilizing a joint decomposition of orthogonal projectors as partitioned matrices, a new proof of the lemma is proposed. From the algebraic point of view, the present proof might be the simplest from among all available in the literature till now.

MoreLess

Year of publication:	2010
Authors:	Baksalary, Oskar Maria ; Trenkler, Gotz
Published in:	Journal of Quantitative Economics. - The Indian Econometric Society - TIES, ISSN 0971-1554. - Vol. 8.2010, January, 1, p. 162-166
Publisher:	The Indian Econometric Society - TIES
Subject:	Orthogonal projector \| Partitioned matrix \| Matrix rank \| Linear simultaneous equation system \| Linear restrictions

More details

Extent:	application/pdf
Type of publication:	Article
Classification:	C13 - Estimation ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010611970