Hi, all:
I am wondering if there are some notes or paper to offer a guideline to use Blaschke matrices. It is about the non-invertiblity of the MA components in a time series model. The idea is to flip the roots of a "fundamental" solution to get those "non-fundamentals", but I don't know how to find and use the so-called "Blaschke matrix" appropriately. The Lippi and Reichlin (1994 J of Econometrics) only shows a bivariate a example, but no clue how to find the Blaschke matrix.
If you have to have a note or a set of coding to do it, I really appreciate it.
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How to find or use Blaschke matrices
by bigbigben » Sun Oct 25, 2009 12:03 pm
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