A gentle introduction to matrix calculus

DOI10.1016/J.JECONOM.2024.105862MaRDI QIDQ6664636FDO

Authors Jan R. Magnus

Publication date 16 January 2025

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

optimizationmultivariatedifferential calculuscommutation matrixvec operator

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• scientific article; zbMATH DE number 40988 (Why is no real title available?)
• Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities
• Matrix differential calculus with applications in statistics and econometrics
• On the concept of matrix derivative
• The approximation of one matrix by another of lower rank.

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