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Some results in matrix calculus and an example of their application to econometrics

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  • D.A. Turkington

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  • D.A. Turkington, 1997. "Some results in matrix calculus and an example of their application to econometrics," Economics Discussion / Working Papers 97-07, The University of Western Australia, Department of Economics.
    • Handle: RePEc:uwa:wpaper:97-07
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    References listed on IDEAS

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    1. Magnus, J.R. & Neudecker, H., 1980. "The elimination matrix : Some lemmas and applications," Other publications TiSEM 0e3315d3-846c-4bc5-928e-f, Tilburg University, School of Economics and Management.
    2. Magnus, Jan R. & Neudecker, H., 1986. "Symmetry, 0-1 Matrices and Jacobians: A Review," Econometric Theory, Cambridge University Press, vol. 2(2), pages 157-190, August.
    3. Turkington, Darrell A., 1989. "Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model," Journal of Econometrics, Elsevier, vol. 42(3), pages 299-317, November.
    4. Magnus, J.R. & Neudecker, H., 1979. "The commutation matrix : Some properties and applications," Other publications TiSEM d0b1e779-7795-4676-ac98-1, Tilburg University, School of Economics and Management.
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