The Square Root of a Matrix
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Abadir Karim M., 2012. "The Square Root of a Matrix," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-7, November.
References listed on IDEAS
- Abadir,Karim M. & Magnus,Jan R., 2005. "Matrix Algebra," Cambridge Books, Cambridge University Press, number 9780521537469, October.
- Karim M. Abadir & Jan R. Magnus, 2002.
"Notation in econometrics: a proposal for a standard,"
Econometrics Journal, Royal Economic Society, vol. 5(1), pages 76-90, June.
- Abadir, K.M. & Magnus, J.R., 2001. "Notation in Econometrics : A Proposal for a Standard," Discussion Paper 2001-8, Tilburg University, Center for Economic Research.
- Abadir, K.M. & Magnus, J.R., 2001. "Notation in Econometrics : A Proposal for a Standard," Other publications TiSEM cf61fb49-7e25-4117-afa9-4, Tilburg University, School of Economics and Management.
- repec:cup:cbooks:9780521822893 is not listed on IDEAS
- Abadir Karim M., 2012.
"The Square Root of a Matrix,"
Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-7, November.
- Karim M. Abadir, 2012. "The Square Root of a Matrix," Working Paper series 21_12, Rimini Centre for Economic Analysis.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Abadir Karim M., 2012.
"The Square Root of a Matrix,"
Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-7, November.
- Karim M. Abadir, 2012. "The Square Root of a Matrix," Working Paper series 21_12, Rimini Centre for Economic Analysis.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel, 2013.
"Nelson–Plosser revisited: The ACF approach,"
Journal of Econometrics, Elsevier, vol. 175(1), pages 22-34.
- Karim Abadir & Giovanni Caggiano & Gabriel Talmain, 2005. "Nelson-Plosser Revisited: the ACF Approach," Working Papers 2005_7, Business School - Economics, University of Glasgow.
- Karim M. Abadir & Gabriel Talmain & Giovanni Caggiano, 2008. "Nelson-Plosser revisited: the ACF approach," Working Paper series 18_08, Rimini Centre for Economic Analysis.
- Abadir Karim M. & Larsson Rolf, 2012.
"Biases of Correlograms and of AR Representations of Stationary Series,"
Journal of Time Series Econometrics, De Gruyter, vol. 4(1), pages 1-11, May.
- K Abadir & R Larsson, "undated". "Biases of correlograms and of AR representations of stationary series," Discussion Papers 05/21, Department of Economics, University of York.
- Karim M. Abadir & Rolf Larsson, 2012. "Biases of Correlograms and of AR Representations of Stationary Series," Working Paper series 24_12, Rimini Centre for Economic Analysis.
- Arturas Juodis, 2013.
"Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence,"
UvA-Econometrics Working Papers
13-08, Universiteit van Amsterdam, Dept. of Econometrics.
- Arturas Juodis, 2014. "Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence," UvA-Econometrics Working Papers 14-08, Universiteit van Amsterdam, Dept. of Econometrics.
- Håvard Hungnes, 2016. "Using common factors to identify substitution possibilities in a factor demand system with technological changes," Discussion Papers 849, Statistics Norway, Research Department.
- Caner, Mehmet & Fan, Qingliang, 2015. "Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso," Journal of Econometrics, Elsevier, vol. 187(1), pages 256-274.
- Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
- Becker William & Paruolo Paolo & Saltelli Andrea, 2021. "Variable Selection in Regression Models Using Global Sensitivity Analysis," Journal of Time Series Econometrics, De Gruyter, vol. 13(2), pages 187-233, July.
- Juodis, Arturas & Sarafidis, Vasilis, 2015.
"A Simple Estimator for Short Panels with Common Factors,"
MPRA Paper
68164, University Library of Munich, Germany.
- Arturas Juodis & Sarafidis, V., 2015. "A Simple Estimator for Short Panels with Common Factors," UvA-Econometrics Working Papers 15-03, Universiteit van Amsterdam, Dept. of Econometrics.
- Ishihara, Tsunehiro & Omori, Yasuhiro & Asai, Manabu, 2016.
"Matrix exponential stochastic volatility with cross leverage,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 331-350.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2011. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-812, CIRJE, Faculty of Economics, University of Tokyo.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2014. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-938, CIRJE, Faculty of Economics, University of Tokyo.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2013. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-904, CIRJE, Faculty of Economics, University of Tokyo.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2014. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-932, CIRJE, Faculty of Economics, University of Tokyo.
- Juan Carlos Escanciano & Wei Li, 2013. "On the identification of structural linear functionals," CeMMAP working papers CWP48/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Artūras Juodis & Vasilis Sarafidis, 2018.
"Fixed T dynamic panel data estimators with multifactor errors,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 893-929, September.
- Juodis, Arturas & Sarafidis, Vasilis, 2014. "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," MPRA Paper 57659, University Library of Munich, Germany.
- Arturas Juodis & Sarafidis, V., 2014. "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," UvA-Econometrics Working Papers 14-07, Universiteit van Amsterdam, Dept. of Econometrics.
- John H. J. Einmahl & Anna Kiriliouk & Andrea Krajina & Johan Segers, 2016.
"An M-estimator of spatial tail dependence,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 275-298, January.
- Einmahl, J.H.J. & Kiriliouk, A. & Krajina, A. & Segers, J., 2014. "An M-estimator of Spatial Tail Dependence," Discussion Paper 2014-021, Tilburg University, Center for Economic Research.
- Einmahl, John & Kiriliouk, Anna & Krajina, Andrea & Segers, Johan, 2016. "An M-estimator of spatial tail dependence," LIDAM Reprints ISBA 2016004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Einmahl, John & Kiriliouk, Anna & Krajina, Andrea & Segers, Johan, 2014. "An M-estimator of spatial tail dependence," LIDAM Discussion Papers ISBA 2014008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2018.
"Testing For A General Class Of Functional Inequalities,"
Econometric Theory, Cambridge University Press, vol. 34(5), pages 1018-1064, October.
- Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sokbae Lee & Kyungchul Song & Yoon-Jae Whang, 2014. "Testing For A General Class Of Functional Inequalities," KIER Working Papers 889, Kyoto University, Institute of Economic Research.
- Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers 09/14, Institute for Fiscal Studies.
- Vasnev, Andrey L., 2010. "Sensitivity of GLS estimators in random effects models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1252-1262, May.
- Pawel Janus & André Lucas & Anne Opschoor & Dick J.C. van Dijk, 2014. "New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels," Tinbergen Institute Discussion Papers 14-073/IV, Tinbergen Institute, revised 19 Aug 2015.
- Rabovič, Renata & Čížek, Pavel, 2023.
"Estimation of spatial sample selection models: A partial maximum likelihood approach,"
Journal of Econometrics, Elsevier, vol. 232(1), pages 214-243.
- Rabovic, Renata & Cizek, Pavel, 2016. "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Other publications TiSEM 8a4b2e5d-6787-4685-8b9e-1, Tilburg University, School of Economics and Management.
- Rabovic, Renata & Cizek, Pavel, 2016. "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Discussion Paper 2016-013, Tilburg University, Center for Economic Research.
- Rabovic, R. & Cizek, P., 2020. "Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach," Cambridge Working Papers in Economics 2012, Faculty of Economics, University of Cambridge.
- Rasmus Tangsgaard Varneskov, 2011. "Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices," CREATES Research Papers 2011-35, Department of Economics and Business Economics, Aarhus University.
- Yasutomo Murasawa, 2014. "Measuring the natural rates, gaps, and deviation cycles," Empirical Economics, Springer, vol. 47(2), pages 495-522, September.
- Jan R. Magnus & Dmitry Danilov, 2004.
"Forecast accuracy after pretesting with an application to the stock market,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 251-274.
- Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Discussion Paper 2002-76, Tilburg University, Center for Economic Research.
- Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
- Alyson Raalte & Hal Caswell, 2013. "Perturbation Analysis of Indices of Lifespan Variability," Demography, Springer;Population Association of America (PAA), vol. 50(5), pages 1615-1640, October.
More about this item
Keywords
square root function; matrix algebra; Jordan decomposition;All these keywords.
JEL classification:
- C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rim:rimwps:21_12. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Marco Savioli (email available below). General contact details of provider: https://edirc.repec.org/data/rcfeait.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.