The Kronecker Matrix Product and Some of its Applications in Econometrics

DOI10.1111/J.1467-9574.1960.TB00619.XzbMATH Open0153.49403OpenAlexW2086266303MaRDI QIDQ5532905FDOQ5532905

Authors: Heinz Neudecker 

Publication date: 1968

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1960.tb00619.x

zbMATH Keywords

operations research

Cites Work

• Title not available (Why is that?)
• The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model

Cited In (23)

• Reduced-rank regression for the multivariate linear model
• On the history of the kronecker product
• An alternative derivation of the k‐class estimators
• Symmetrizers of matrices
• Minima and maxima in multivariate analysis
• Nonlinear unbiased estimation in linear models^†
• Sequential confidence sets with beta-protection in multiparameter families
• Recurrence formula for expectations of products of quadratic forms
• On Hsu's theorem in multivariate regression
• 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
• On second-order and fourth-order moments of jointly distributed random matrices: A survey
• 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
• Expectations of products of quadratic forms in normal variables

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