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(X
2
)=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?
Go back to
Gateway to Fumio Hayashi's Homepage
SEO
掲示板
[PR]
爆速!無料ブログ
無料ホームページ開設
無料ライブ放送