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A Note on the Basic Lemma of the Linear Identification Problem

Author

Listed:
  • Oskar Maria Baksalary

    (Dortmund University of Technology, Vogelpothsweg)

  • Gotz Trenkler

    (Dortmund University of Technology, Vogelpothsweg)

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.

Suggested Citation

  • Oskar Maria Baksalary & Gotz Trenkler, 2010. "A Note on the Basic Lemma of the Linear Identification Problem," Journal of Quantitative Economics, The Indian Econometric Society, vol. 8(1), pages 162-166, January.
    • Handle: RePEc:jqe:jqenew:v:8:y:2010:i:1:p:162-166
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    More about this item

    Keywords

    Orthogonal projector; Partitioned matrix; Matrix rank; Linear simultaneous equation system; Linear restrictions.;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General

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