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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501 Exercise 22
Let C be a symmetric idempotent matrix.
a. Show that the eigenvalues of C are either 0 or 1. ( Hint: Note that Cq = q implies 0 = Cq q = CCq q = CCq q = 2 q q and solve for .)
b. Show that trace( C ) = rank( C ).
c. Let d be a n × 1 vector. Show that d'Cd 0.
a. Show that the eigenvalues of C are either 0 or 1. ( Hint: Note that Cq = q implies 0 = Cq q = CCq q = CCq q = 2 q q and solve for .)
b. Show that trace( C ) = rank( C ).
c. Let d be a n × 1 vector. Show that d'Cd 0.
Explanation
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a) The given equation to find the eigenv...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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