Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
This paper introduces operators which are generalisations of the vec operator. Properties of these operators are discussed, some theorems involving these operators are presented and their relevance to matrix calculus demonstrated. These operators are used to facilitate the complicated differentiatio...
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Veröffentlicht in: | Journal of econometrics 2000-12, Vol.99 (2), p.225-253 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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