Recent content by ivyhawk

Are you talking about Vector Autoregressive Model? yt=a*y_t-1+b*x_t+...et xt=c*x_t-1+d*y_t+...,ut

How did u expand it?

Specific solution for A_t is easy to solve Set A_t=A=A_t+1 We can solve that r=A/(1-A) or the other way, A=(1/2)(-r+(-)(r^2+4r)^1/2 But I still find it very hard to find a general solution.

Yes That is what I mean. And it is just algebra manipulation of the original equation

Or One step further, how to solve this one? (1+r)A_t+1-A_t+A_t+1*A_t=r A_t means A with t subsciptI don't think it is as easy as it looks.

At+1=(At+r)/(At+r+1) A1=constant I know I can set At+1=At=A and solve for a special solution. What would be a general solution? I am not taking a course in Difference Equation, and this is not my homework but I encounter a similar question and I reduce it to this form. Thanks

Thanks for following-ups. Maybe in the textbook I am reading, the author is slightly abusing the terminology. I got most of the part.

IG Inverted Gamma distribution So contance does not mean that it is not a random variable? Variance here is a random variable follows a certain distribution, but it also is a constant?

suppose error term v_t follows Normal(0, V_t) here variance is changing along the time. Now suppose constant variance of v_t, then v_t ~ N(0, V), but if V is unknown, then V~IG(n/2,d/2) What is the difference between variance of v_t being constant and variance of v_t being unknown? Or a...

My doubt is whether there is a counter-example such that when aH and bH are distinct left cosets, Ha and Hb are not distinct right cosets, because this statement looks suspicious.

G group, H subgroup of G. Suppose aH and bH are distinct leftcosets then Ha and Hb must be distinct right cosets? My humble thoughts: the left coset aH consists of a times everything in H; Ha consists of everything in H times a. Then this argument above is true?