A Note on the Variance of a Matrix
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Publication:5588230
DOI10.2307/1909526zbMath0193.17602OpenAlexW2329764954MaRDI QIDQ5588230
Publication date: 1968
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1909526
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Asymptotic standard errors of point elasticities calculated from simultaneous equation systems ⋮ Algorithms for adaptive stochastic control for a class of linear systems ⋮ On the control of structural models ⋮ Constrained linear filter and its relation to singular optimal control ⋮ An application of group theory to matrices and to ordinary differential equations ⋮ The vec-permutation matrix, the vec operator and Kronecker products: a review ⋮ Tensor products and matrix differential calculus
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