The Kronecker Matrix Product and Some of its Applications in Econometrics
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Cites work
Cited in
(24)- Reduced-rank regression for the multivariate linear model
- Expectations of products of quadratic forms in normal variables
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- Symmetrizers of matrices
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- Minima and maxima in multivariate analysis
- Nonlinear unbiased estimation in linear models†
- On Hsu's theorem in multivariate regression
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- A general formula for the central mixed moments of the multivariate normal distribution
- A new matrix product and its applications in partitioned matrix differentiation
- Linear sufficiency and some applications in multilinear estimation
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- Permutation test for the multivariate coefficient of variation in factorial designs
- Matrix derivatives and its applications in statistics
- Tensor products and matrix differential calculus
- Sequential confidence sets with guaranteed coverage probability and beta- protection
- The direct product permuting matrices
- Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
- The vec-permutation matrix, the vec operator and Kronecker products: a review
- Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results
- The moments of products of quadratic forms in normal variables
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