In this paper closed-form expressions for the coefficient matrices of the regular part of the Laurent expansion for a matrix-polynomial inverse about a pole are obtained. This sets the stage for deriving the dynamic multipliers of a vector autoregressive model (VAR) in a straightforward way.
Zoia, M., Closed-form expressions for the regular-part coefficients in matrix polynomial inversion and related results, <<JOURNAL OF INTERDISCIPLINARY MATHEMATICS>>, 2009; 12 (4): 475-498 [http://hdl.handle.net/10807/20536]
Closed-form expressions for the regular-part coefficients in matrix polynomial inversion and related results
Zoia, Maria
2009
Abstract
In this paper closed-form expressions for the coefficient matrices of the regular part of the Laurent expansion for a matrix-polynomial inverse about a pole are obtained. This sets the stage for deriving the dynamic multipliers of a vector autoregressive model (VAR) in a straightforward way.
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