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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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The singular-value decomposition of the first-order difference matrix
The singular-value decomposition of the first-order difference matrix
Publication information:
Shephard, Neil. 1990. “The Singular-Value Decomposition of the First-Order Difference Matrix”.
Econometric Theory
, no. 6: 119-20.
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