Zero-diagonality as a linear structure

A linear structure is a family of matrices that satisfy a given set of linear restrictions, such as symmetry or diagonality. We add to the literature on linear structures by studying the family of matrices where all diagonal elements are zero, and discuss two econometric examples where these results can be fruitfully applied.

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Year of publication:	2020
Authors:	Magnus, Jan R. ; Sentana, Enrique
Publisher:	Amsterdam and Rotterdam : Tinbergen Institute
Subject:	Diagonality \| Networks \| Restricted matrices \| Structural vector autoregressions

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Series:	Tinbergen Institute Discussion Paper ; TI 2020-039/III
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	170291612X [GVK] hdl:10419/229659 [Handle] RePEc:tin:wpaper:20200039 [RePEc]
Classification:	C65 - Miscellaneous Mathematical Tools ; C21 - Cross-Sectional Models; Spatial Models ; C32 - Time-Series Models
Source:	EconStor

Persistent link: https://www.econbiz.de/10012427139