Vectorization of Matrices and Matrix Functions: Matrix Differentiation

  • Phoebus J. Dhrymes

Abstract

It is frequently more convenient to write a matrix in vector form. For lack of a suitable term we have coined for this operation the phrase “vectorization of matrices.” For example, if A is a matrix of parameters and à the corresponding matrix of estimators it is often necessary to consider the distribution of
$$\tilde A - A.$$

Keywords

Covariance 

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Copyright information

© Springer Science+Business Media New York 1978

Authors and Affiliations

  • Phoebus J. Dhrymes
    • 1
  1. 1.Department of EconomicsColumbia UniversityNew YorkUSA

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