Note for Econometrics-1
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Mathematical Review
Matrix Calculation
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Mathematical Review
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Linear Regression
Last updated
1 year ago
If
A
,
B
A, B
A
,
B
are square matrix.
(
A
B
)
′
=
B
′
A
(
A
B
)
−
1
=
B
−
1
A
−
1
\begin{aligned} (A B)^{\prime}& =B^{\prime} A \\ (A B)^{-1}& =B^{-1} A^{-1} \end{aligned}
(
A
B
)
′
(
A
B
)
−
1
=
B
′
A
=
B
−
1
A
−
1