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Properties of Functions of a Real Symmetric Matrix–Solution

Neudecker, Heinz - In: Econometric Theory 13 (1997) 02, pp. 312-313

Persistent link: https://www.econbiz.de/10005610553

The Singular Value Decomposition of the Square Roots of the Identity Matrix

Goeree, Jacob; Neudecker, Heinz; Drury, S.W.; Styan, … - In: Econometric Theory 11 (1995) 03, pp. 648-653

Persistent link: https://www.econbiz.de/10005610559

Statistical properties of the Hadamard product of random vectors

Neudecker, Heinz; Liu, Shuangzhe - In: Statistical Papers 42 (2001) 4, pp. 529-533

Persistent link: https://www.econbiz.de/10005615817

Some statistical properties of Hadamard products of random matrices

Neudecker, Heinz; Liu, Shuangzhe - In: Statistical Papers 42 (2001) 4, pp. 475-487

Persistent link: https://www.econbiz.de/10005615821

Maximum Likelihood Estimation of Barten's Demand Equations with a General, Symmetric or Diagonal Matrix of Specific Substitution Effects

Neudecker, Heinz - In: Econometric Theory 3 (1987) 03, pp. 461-463

Persistent link: https://www.econbiz.de/10005411646

Generalized Inverses of Partitioned Matrices

Trenkler, Götz; Schipp, Bernhard; Neudecker, Heinz; … - In: Econometric Theory 9 (1993) 03, pp. 530-533

Persistent link: https://www.econbiz.de/10005411675

A Property of the Duplication Matrix

Neudecker, Heinz; Satorra, Albert - In: Econometric Theory 7 (1991) 01, pp. 144-145

Persistent link: https://www.econbiz.de/10005411723

A Metric Inequality for a Dissimilarity Coefficient in Multidimensional Scaling

Pötzelberger, Klaus; Neudecker, Heinz - In: Econometric Theory 7 (1991) 04, pp. 548-549

Persistent link: https://www.econbiz.de/10005411836

Moore-Penrose Inverse of a Symmetric Matrix

Abdullah, Jalaluddin; Neudecker, Heinz; Shuangzhe, Liu - In: Econometric Theory 9 (1993) 04, pp. 703-703

Persistent link: https://www.econbiz.de/10005411982

Numerical Steady State Solutions for Nonlinear Dynamic Optimization Models

Amman, Hans M.; Kendrick, David A.; Neudecker, Heinz - Society for Computational Economics - SCE

Nonlinear dynamic optimization models are widely used in theoretical and empirical economic modeling, especially in the field of optimal growth and intertemporal macroeconomic modeling. In this paper we present a sequential quadratic programming algorithm for computing directly the steady state...

Persistent link: https://www.econbiz.de/10005537525