eigenvalue problem
... 1. A is diagonalizable if and only if it has n LI eigenvalues. 2. If A has n LI eigenvectors e1,…,en and we make these the columns of Q, so that Q =[e1,…, en], then Q-1AQ = D is diagonal and the jth diagonal element of D is the jth eigenvalue of A. ...
... 1. A is diagonalizable if and only if it has n LI eigenvalues. 2. If A has n LI eigenvectors e1,…,en and we make these the columns of Q, so that Q =[e1,…, en], then Q-1AQ = D is diagonal and the jth diagonal element of D is the jth eigenvalue of A. ...
Simultaneous Equation Models
... • We want to estimate structural parameters and B from reduced form . Start with the definition of reduced form B 1= split them in 3 parts and derive 21 = 21 1 Note small and big are different, conformable matrix multiplication is involved. Star means excluded variable, but we need to ...
... • We want to estimate structural parameters and B from reduced form . Start with the definition of reduced form B 1= split them in 3 parts and derive 21 = 21 1 Note small and big are different, conformable matrix multiplication is involved. Star means excluded variable, but we need to ...
