Magnus, \JanR.\ (2024). A gentle introduction to matrix calculus Journal of Econometrics, 244(1):.
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Affiliated author
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Publication year2024
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JournalJournal of Econometrics
Matrix calculus is an important tool when we wish to optimize functions involving matrices or perform sensitivity analyses. This tutorial is designed to make matrix calculus more accessible to graduate students and young researchers. It contains the theory that would suffice in most applications, many fully worked-out exercises and examples, and presents some of the {\textquoteleft}tacit knowledge{\textquoteright} that is prevalent in this field.