Exercise 9.10.9. Rewrite the multivariate linear model in terms of Vec(Y).Write it similarly to both (9.1.2) with
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Exercise 9.10.9. Rewrite the multivariate linear model in terms of Vec(Y).Write it similarly to both (9.1.2) with covariance (9.1.3) and using the Vec operator with Kronecker products as in (9.1.4) with (9.1.5).
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