(2006). Some Useful Matrix Derivatives with Statistical Applications in Econometrics. test, 50(1), 1-11. doi: 10.21608/esju.2006.313450
. "Some Useful Matrix Derivatives with Statistical Applications in Econometrics". test, 50, 1, 2006, 1-11. doi: 10.21608/esju.2006.313450
(2006). 'Some Useful Matrix Derivatives with Statistical Applications in Econometrics', test, 50(1), pp. 1-11. doi: 10.21608/esju.2006.313450
Some Useful Matrix Derivatives with Statistical Applications in Econometrics. test, 2006; 50(1): 1-11. doi: 10.21608/esju.2006.313450

Some Useful Matrix Derivatives with Statistical Applications in Econometrics

The Egyptian Statistical Journal
Article 1, Volume 50, Issue 1, June 2006, Pages 1-11
Document Type: Original Article
DOI: 10.21608/esju.2006.313450
Abstract
In this paper we present some useful results in matrix calculus which will be used in econometrics. As an application of these results an iterative instrumental variable estimator (IVE) interpretation will be introduced and given for the maximum likelihood estimators (MLE) of the parameters of linear simultaneous equation model with autoregressive disturbances vector.
Keywords
instrumental variable estimator; maximum likelihood estimators
Statistics
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