On the Number of Nonzero Eigenvalues of a Dynamic Linear Econometric Model: A Comment

M Garbely and Manfred Gilli ()

Empirical Economics, 1990, vol. 15, issue 1, 99-104

Abstract: Relying upon qualitative information, Schoonbeek states that there are at most 10 nonzero eigenvalues for each of four alternative versions of an econometric model of the Federal Republic of Germany. Using also exclusively qualitative information about the model we show that the number of nonzero eigenvalues is at most 7.

Date: 1990
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