Some Useful Matrix Derivatives with Statistical Applications in Econometrics | ||||
The Egyptian Statistical Journal | ||||
Article 1, Volume 50, Issue 1, June 2006, Page 1-11 | ||||
Document Type: Original Article | ||||
DOI: 10.21608/esju.2006.313450 | ||||
View on SCiNiTO | ||||
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 Article View: 24 |
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