1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.ST2023
Hypothesis testing on invariant subspaces of non-diagonalizable matrices with applications to network statistics
Jérôme R. Simons
We generalise the inference procedure for eigenvectors of symmetrizable matrices of Tyler (1981) to that of invariant and singular subspaces of non-diagonalizable matrices. Wald te…
econ.EM2020★ 1 cited
Cointegration without Unit Roots
James A. Duffy, Jerome R. Simons
It has been known since Elliott (1998) that standard methods of inference on cointegrating relationships break down entirely when autoregressive roots are near but not exactly equa…