A gentle introduction to matrix calculus

DOI10.1016/J.JECONOM.2024.105862MaRDI QIDQ6664636FDOQ6664636

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

• Title not available (Why is that?)
• On the concept of matrix derivative
• Advanced Time Series Data Analysis
• Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities
• The approximation of one matrix by another of lower rank.

This page was built for publication: A gentle introduction to matrix calculus

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6664636)