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On Kronecker Products, Tensor Products And Matrix Differential Calculus
Pollock, Stephen - Department of Economics, Leicester University - 2011
The algebra of the Kronecker products of matrices is recapitulated using a notation that reveals the tensor structures of the matrices. It is claimed that many of the difficulties that are encountered in working with the algebra can be alleviated by paying close attention to the indices that are...
Persistent link: https://www.econbiz.de/10009145761
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Lagged dependent variables distributed lags and autoregressive residuals
Pollock, Stephen - In: Annales d'économie et de statistique (1992), pp. 143-164
Persistent link: https://www.econbiz.de/10001143266
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Recursive estimation in econometrics
Pollock, Stephen - 2002
Persistent link: https://www.econbiz.de/10001687829
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Improved frequency-selective filters
Pollock, Stephen - 2001
Persistent link: https://www.econbiz.de/10001664895
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Econometric methods of signal extraction
Pollock, Stephen (contributor) - 2005
Persistent link: https://www.econbiz.de/10002808604
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Econometric filters
Pollock, Stephen - 2014
Persistent link: https://www.econbiz.de/10010258706
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Econometrics : an historical guide for the uninitiated
Pollock, Stephen - 2014
Persistent link: https://www.econbiz.de/10010258709
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Trends cycles and seasons : econometric methods of signal extraction
Pollock, Stephen - 2014
Persistent link: https://www.econbiz.de/10010258710
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Cycles, syllogisms and semantics : examining the idea of spurious cycles
Pollock, Stephen - 2014
Persistent link: https://www.econbiz.de/10010258711
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On Kronecker products, tensor products and matrix differential calculus
Pollock, Stephen - 2014
Persistent link: https://www.econbiz.de/10010258712