A Note on the Basic Lemma of the Linear Identification Problem

Oskar Maria Baksalary () and Gotz Trenkler ()
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Oskar Maria Baksalary: Dortmund University of Technology, Vogelpothsweg
Gotz Trenkler: Dortmund University of Technology, Vogelpothsweg

Journal of Quantitative Economics, 2010, vol. 8, issue 1, 162-166

Abstract: In this note, the basic lemma of the linear identification problem is revisited. By utilizing a joint decomposition of orthogonal projectors as partitioned matrices, a new proof of the lemma is proposed. From the algebraic point of view, the present proof might be the simplest from among all available in the literature till now.

Keywords: Orthogonal projector; Partitioned matrix; Matrix rank; Linear simultaneous equation system; Linear restrictions. (search for similar items in EconPapers)
JEL-codes: C13 C30 (search for similar items in EconPapers)
Date: 2010
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