Abstract
A special case of (23.1). Valid in general. Valid if A+B and C+D are defined. Valid if AC and BD are defined. Rule for transposing a Kronecker product. Valid if A−1 and B−1 exist. A and B are square matrices, not necessarily of the same order.
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References
The definitions above are common in the economic literature, see Dhrymes (1978). Magnus and Neudecker (1988) and Lüutkepohl (1996) develop a more consistent notation and have all the results quoted here and many more.
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© 2010 Springer-Verlag Berlin Heidelberg
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Sydsæter, K., Strøm, A., Berck, P. (2010). Kronecker products and the vec operator. Differentiation of vectors and matrices. In: Economists’ Mathematical Manual. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-28518-2_23
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DOI: https://doi.org/10.1007/978-3-540-28518-2_23
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-26088-2
Online ISBN: 978-3-540-28518-2
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