Arestis, Philip (contributor); … - 2003 - [Elektronische Ressource]
specifications, where the autoregressive parameters and the
7
is a 2x2 matrix, and the order of VAR is one. Therefore, we can ….
Therefore (3) can be written as:
⎥
⎦
⎤
⎢
⎣
⎡
−
t
t
GD
x
)i(i
=
⎥
⎦
⎤
⎢
⎣
⎡
22.i 21.i
12.i 11.i
αα
αα …
⎥
⎦
⎤
⎢
⎣
⎡
−
1-t
1-t
GD
x
)i(i
+
⎥
⎥
⎦
⎤
⎢
⎢
⎣
⎡
ΣΣ
ΣΣ
1/2
22.i
1/2
21.i
1/2
12.i
1/2
11.i
u
t
(9)
where i=1 …