Template-Type: ReDIF-Paper 1.0
Series: Tinbergen Institute Discussion Papers
Creation-Date: 2020-06-29
Number: 20-039/III
Author-Name: Jan R. Magnus
Author-Workplace-Name: Vrije Universiteit Amsterdam
Author-Name: Enrique Sentana
Author-Workplace-Name:  CEMFI
Title: Zero-diagonality as a linear structure
Abstract: A linear structure is a family of matrices that satisfy a given set of linear restrictions, such as symmetry or diagonality. We add to the literature on linear structures by studying the family of matrices where all diagonal elements are zero, and discuss two econometric examples where these results can be fruitfully applied.
Classification-JEL: C65, C21, C32
Keywords: Diagonality, Networks, Restricted matrices, Structural vector autoregressions
File-URL: https://papers.tinbergen.nl/20039.pdf
File-Format: application/pdf
File-Size: 190886 bytes
Handle: RePEc:tin:wpaper:20200039