IDEAS home Printed from https://ideas.repec.org/p/ags/monebs/267385.html

Fractional Matrix Calculus Introduction, Applications and Future Developments

Author

Listed:
  • van Garderen, Kees Jan

Abstract

Fractional Calculus gives a generalisation of the common techniques of integration and differentiation. Although the origin of Fractional Calculus lies more than 150 years behind us, it is still quite unknown. Recently however, Phillips (1984,1985) used fractional calculus to derive the distributions of the Stein-Rule and SUB estimator and Knight (1986b) used it to find the moments of the 2SLS estimator. This paper gives an introduction to fractional calculus by showing the ideas behind the definitions, giving examples and some applications. At the end an attempt is made to show the relevance of this calculus for the different fields of Econometrics and to put it in a more general mathematical perspective.

Suggested Citation

  • van Garderen, Kees Jan, "undated". "Fractional Matrix Calculus Introduction, Applications and Future Developments," Department of Econometrics and Business Statistics Working Papers 267385, Monash University, Department of Econometrics and Business Statistics.
    • Handle: RePEc:ags:monebs:267385
    DOI: 10.22004/ag.econ.267385
    as

    Download full text from publisher

    File URL: https://ageconsearch.umn.edu/record/267385/files/monash-130.pdf
    Download Restriction: no
    File URL: https://ageconsearch.umn.edu/record/267385/files/monash-130.pdf?subformat=pdfa
    Download Restriction: no
    File URL: https://libkey.io/10.22004/ag.econ.267385?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Keywords

    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:monebs:267385. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/dxmonau.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.