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313450

Some Useful Matrix Derivatives with Statistical Applications in Econometrics

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Last updated: 05 Jan 2025

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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.

DOI

10.21608/esju.2006.313450

Keywords

instrumental variable estimator, Maximum likelihood estimators

Volume

50

Article Issue

1

Related Issue

42976

Issue Date

2006-06-01

Publish Date

2006-06-01

Page Start

1

Page End

11

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_313450.html

Detail API

https://esju.journals.ekb.eg/service?article_code=313450

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1

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Some Useful Matrix Derivatives with Statistical Applications in Econometrics

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Type

Article

Created At

28 Dec 2024