Magnus, Jan R.; Neudecker, H. - In: Econometric Theory 2 (1986) 02, pp. 157-190
In this paper we bring together those properties of the Kronecker product, the vec operator, and 0-1 matrices which in our view are of interest to researchers and students in econometrics and statistics. The treatment of Kronecker products and the vec operator is fairly exhaustive; the treatment...