Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes—Solution

Paolo Paruolo

Econometric Theory, 2005, vol. 21, issue 3, 665-666

Abstract: Let α* be any basis of col(Π) and β* be any basis of col(Π′); we note col(α⊥) = col(α*⊥), col(β⊥) = col(β*⊥) so no distinction is made between α⊥ and α*⊥, β⊥ and β*⊥ in the following discussion.

Date: 2005
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