Zero-diagonality as a linear structure

Jan R. Magnus; Enrique Sentana

doi:10.1016/j.econlet.2020.109513

Zero-diagonality as a linear structure

Jan R. Magnus, Enrique Sentana^*

^*Corresponding author for this work

Econometrics and Data Science

Research output: Contribution to Journal › Article › Academic › peer-review

Abstract

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 econometric examples where these results can be fruitfully applied.

Original language	English
Article number	109513
Pages (from-to)	1-14
Number of pages	4
Journal	Economics Letters
Volume	196
DOIs	https://doi.org/10.1016/j.econlet.2020.109513
Publication status	Published - Nov 2020

Keywords

Diagonality
Networks
Restricted matrices
Spatial econometric models
Structural vector autoregressions

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title = "Zero-diagonality as a linear structure",

abstract = "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 econometric examples where these results can be fruitfully applied.",

keywords = "Diagonality, Networks, Restricted matrices, Spatial econometric models, Structural vector autoregressions",

author = "Magnus, {Jan R.} and Enrique Sentana",

year = "2020",

month = nov,

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AU - Sentana, Enrique

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KW - Diagonality

KW - Networks

KW - Restricted matrices

KW - Spatial econometric models

KW - Structural vector autoregressions

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JF - Economics Letters

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ER -

Zero-diagonality as a linear structure

Abstract

Keywords

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