Prove Lemma 2.2. Data from Lemma 2.2. Lemma 2.2 For a VAR(p) model in Equation (2.21) with
Question:
Prove Lemma 2.2.
Data from Lemma 2.2.
Transcribed Image Text:
Lemma 2.2 For a VAR(p) model in Equation (2.21) with a, being a serially uncorrelated innovation process with mean zero and positive-definite covariance a, Cov(zt, at-1)=;a for j 0, where ; denotes the -weight matrix.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 100% (1 review)
Answered By
Aysha Ali
my name is ayesha ali. i have done my matriculation in science topics with a+ . then i got admission in the field of computer science and technology in punjab college, lahore. i have passed my final examination of college with a+ also. after that, i got admission in the biggest university of pakistan which is university of the punjab. i am studying business and information technology in my university. i always stand first in my class. i am very brilliant client. my experts always appreciate my work. my projects are very popular in my university because i always complete my work with extreme devotion. i have a great knowledge about all major science topics. science topics always remain my favorite topics. i am also a home expert. i teach many clients at my home ranging from pre-school level to university level. my clients always show excellent result. i am expert in writing essays, reports, speeches, researches and all type of projects. i also have a vast knowledge about business, marketing, cost accounting and finance. i am also expert in making presentations on powerpoint and microsoft word. if you need any sort of help in any topic, please dont hesitate to consult with me. i will provide you the best work at a very reasonable price. i am quality oriented and i have 5 year experience in the following field.
matriculation in science topics; inter in computer science; bachelors in business and information technology
_embed src=http://www.clocklink.com/clocks/0018-orange.swf?timezone=usa_albany& width=200 height=200 wmode=transparent type=application/x-shockwave-flash_
4.40+
11+ Reviews
14+ Question Solved
Related Book For
Question Posted:
Students also viewed these Statistics questions
-
A compare-exchange operation on two array elements A[i] and A[j], where i < j, has the form COMPARE-EXCHANGE (A, i, j) 1 If A[i] > A[j] 2 exchange A[i] with A[j] After the compare-exchange operation,...
-
This exercise shows the following theorem. Theorem (Frchet-von Neumann-Jordan). An inner product \(\langle\cdot, \cdotangle\) on the \(\mathbb{R}\)-vector space \(V\) derives from a norm if, and only...
-
Prove Cases 2 and 3 of Lemma Lemma 2.3.2. Cases 2 and 3 The proofs of the cases where E results from interchanging two rows of In or from adding a multiple of one row to another follow the same...
-
what is resourced based view in public administration and why is it important?
-
Let and let E = {y = Ax | ||x|| = 1} be the image of the unit Euclidean sphere under the linear map induced by A. (a) Explain why E is an ellipsoid and write down its equation. (b) What are its...
-
Evaluate the following integrals. [sin sin x cos x dx
-
Professional ethics and reporting divisional performance. Marcia Miller is division con troller and Tom Maloney is division manager of the Sports Shoe Company. Miller has line responsibility to...
-
Oakenfeld Company manufactures a number of specialized machine parts. PartBunkka-22 uses $35 of direct materials and $15 of direct labor per unit.Oakenfeld??s estimated manufacturing overhead is as...
-
A company pays $13.43 for produced units from 1 to 50 and $12.5 for produced units above 50. What is Saleh gross pay if he produced 98 units last week?
-
Consider, again, the quarterly growth series \(z_{t}\) of Problem 4. Obtain Bayesian estimation of a VAR(4) model. Write down the fitted model.
-
The file m-pgspabt.txt consists of monthly simple returns of Procter & Gamble stock, S&P composite index, and Abbott Laboratories from January 1962 to December 2011. The data are from CRSP. Transform...
-
Repeat Prob. 1112 for a condenser pressure of 0.9 MPa.
-
Analyze the role of civil engineering in coastal erosion management. What are the engineering strategies for shoreline protection, beach nourishment, and coastal infrastructure design to mitigate...
-
Analyze the impact of climate change on civil engineering practices, particularly in the areas of coastal and floodplain management, and discuss strategies for mitigating these impacts
-
How could civil engineers contribute to space debris management and cleanup?
-
In what ways can the principles of resilient infrastructure be applied to design urban systems capable of withstanding natural disasters, and how do these principles contribute to the overall safety...
-
What are local variables and global variables in Python?
-
Explain why categorizing fixed asset expenditures as expenses or capital assets is important.
-
Identify the tax issues or problems suggested by the following situations. State each issue as a question. Jennifer did not file a tax return for 2007 because she honestly believed that no tax was...
-
Instructions The following transactions were completed by Irvine Company during the current fiscal year ended December 31: Feb. 8 May 27 Aug. 13 Oct 31 Received 40% of the $18,000 balance owed by...
-
Albertini Co. purchased 33% of Lavender Corp's outstanding common stock as a long-term investment on Jan. 2, 2021. The following information relates to Lavender real estate assets. Book Value Fair...
-
Please help I will like please help I'm trying to learn how to do it Deadtha racconante - X Requirements Non-merchandising transactions eq egi Jan. 2 Collected $4.000 on account. an. an Jan. 15 Paid...
Study smarter with the SolutionInn App