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.
El-Sayed, S. (2006). Some Useful Matrix Derivatives with Statistical Applications in Econometrics. The Egyptian Statistical Journal, 50(1), 1-11. doi: 10.21608/esju.2006.313450
MLA
Sayed M. El-Sayed. "Some Useful Matrix Derivatives with Statistical Applications in Econometrics", The Egyptian Statistical Journal, 50, 1, 2006, 1-11. doi: 10.21608/esju.2006.313450
HARVARD
El-Sayed, S. (2006). 'Some Useful Matrix Derivatives with Statistical Applications in Econometrics', The Egyptian Statistical Journal, 50(1), pp. 1-11. doi: 10.21608/esju.2006.313450
VANCOUVER
El-Sayed, S. Some Useful Matrix Derivatives with Statistical Applications in Econometrics. The Egyptian Statistical Journal, 2006; 50(1): 1-11. doi: 10.21608/esju.2006.313450
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