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Determinant and inverse of a sum of matrices with applications in economics and statistics

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  • Pietro Balestra

    (UB - Université de Bourgogne)

Abstract

In this note we present some useful tools concerning the determinant and the inverse of the sum of two matrices. Some of the results shown here are found in the statistical and econometric literature, but often without proof and without a clear statement of the conditions under which they hold. Some other results, however, are believed to be original. A number of applications in the fields of economics and statistics are given.

Suggested Citation

  • Pietro Balestra, 1978. "Determinant and inverse of a sum of matrices with applications in economics and statistics," Working Papers hal-01527161, HAL.
    • Handle: RePEc:hal:wpaper:hal-01527161
    Note: View the original document on HAL open archive server: https://hal.science/hal-01527161
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    References listed on IDEAS

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    1. Theil, Henri, 1977. "The Independent Inputs of Production," Econometrica, Econometric Society, vol. 45(6), pages 1303-1327, September.
    2. Madansky, Albert, 1976. "Foundations of Econometrics," Elsevier Monographs, Elsevier, edition 1, number 9780720436075 edited by Bliss, C. J. & Intriligator, M. D..
    3. Phillips, Garry D. A., 1977. "Recursions for the two-stage least-squares estimators," Journal of Econometrics, Elsevier, vol. 6(1), pages 65-77, July.
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    Keywords

    statistics; economics; matrices;
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