FAQs for Hayashi Econometrics, Princeton University Press, 2000


Proof of (1.2.19) on p. 21

Proof that \tilde{X}2'tilde{X}2 on p. 73 is invertible

Why a symmetric positive semi-definite matrix is positive definite if it is non-singular?

Proof that X=0 with probability 1 if E(X2)=0.

How to incorporate serial correlation in multiple-equation GMM, that is, how to combine Chapters 4 and 6?

Proof of (7.2.14) on p. 466

Proof of matrix inequality on page 552

How to go from the cointegrated VAR (10.2.12) on p. 636 to VMA?


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