On Kronecker Products, Tensor Products And Matrix Differential Calculus
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- Stephen Pollock, 2014. "On Kronecker Products, Tensor Products And Matrix Differential Calculus," Discussion Papers in Economics 14/02, Department of Economics, University of Leicester.
References listed on IDEAS
- Abadir,Karim M. & Magnus,Jan R., 2005. "Matrix Algebra," Cambridge Books, Cambridge University Press, number 9780521537469.
- Turkington, Darrell, 2000. "Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances," Journal of Econometrics, Elsevier, vol. 99(2), pages 225-253, December.
- repec:cup:cbooks:9780521822893 is not listed on IDEAS
- Magnus, Jan R., 2010. "On the concept of matrix derivative," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2200-2206, October.
- Magnus, J.R. & Neudecker, H., 1979. "The commutation matrix : Some properties and applications," Other publications TiSEM d0b1e779-7795-4676-ac98-1, Tilburg University, School of Economics and Management.
- Turkington,Darrell A., 2002. "Matrix Calculus and Zero-One Matrices," Cambridge Books, Cambridge University Press, number 9780521807883.
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- Mutschler, Willi, 2014. "Identification of DSGE Models - A Comparison of Methods and the Effect of Second Order Approximation," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100598, Verein für Socialpolitik / German Economic Association.
- Mutschler, Willi, 2015.
"Identification of DSGE models—The effect of higher-order approximation and pruning,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 56(C), pages 34-54.
- Willi Mutschler, 2014. "Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning," CQE Working Papers 3314, Center for Quantitative Economics (CQE), University of Muenster.
More about this item
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
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