Name
duplication — Magnus and Neudecker's duplication matrix
CALLING SEQUENCE
[d]=duplication(n)
PARAMETERS
- Input
n = dimension of the underlying var-cov matrix
- Output
d = (n*n x n*(n+1)/2) duplication matrix
DESCRIPTION
Returns Magnus and Neudecker's duplication matrix of size n
EXAMPLE
dup=duplication(N) (see irf_asy)