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]
Autori: | |
Titolo: | Closed-form expressions for the regular-part coefficients in matrix polynomial inversion and related results |
Data di pubblicazione: | 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. |
Lingua: | Inglese |
Rivista: | |
Citazione: | 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] |
Appare nelle tipologie: | Articolo in rivista, Nota a sentenza |
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