Further results on the vecd operator and its applications

DOI10.1080/03610926.2019.1570265OpenAlexW2765848206MaRDI QIDQ5077187

Daisuke Nagakura

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1570265

zbMATH Keywords

Wald testKronecker productvolatility spillovervechBEKK modelvecd

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Applications of the matrix operators vech and vec
• Matrix results on the Khatri-Rao and Tracy-Singh products
• A quantitative version of the observation that the Hadamard product is a principal submatrix of the Kronecker product
• The Elimination Matrix: Some Lemmas and Applications
• On the relationship between the matrix operators, vech and vecd
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