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Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices"

Author

Listed:
  • JIN SEO CHO

    (Yonsei University)

  • PETER C.B. PHILLIPS

    (Yale University University of Auckland, Singapore Management University & University of Southampton)

Abstract
This supplement provides proofs of the subsidiarly lemmas and the main results given in the text of "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices" by Cho and Phillips (2016).

Suggested Citation

  • Jin Seo Cho & Peter C.B. Phillips, 2016. "Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices"," Working papers 2016rwp-89a, Yonsei University, Yonsei Economics Research Institute.
    • Handle: RePEc:yon:wpaper:2016rwp-89a
    as

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    File URL: http://121.254.254.220/repec/yon/wpaper/2016rwp-89a.pdf
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    References listed on IDEAS

    as
    1. Jin Seo Cho & Halbert White, 2014. "Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014)," Working papers 2014rwp-67a, Yonsei University, Yonsei Economics Research Institute.
    2. Cho, Jin Seo & Phillips, Peter C.B., 2018. "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, vol. 202(1), pages 45-56.
    3. Jin Seo Cho & Halbert White, 2014. "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers 2014rwp-67, Yonsei University, Yonsei Economics Research Institute.
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