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+% This is the file econometrics.sty.
+% This style file underlies the paper
+% "Notation in Econometrics: a proposal for a standard"
+% by Karim Abadir and Jan R. Magnus,
+% The Econometrics Journal (2002), 5, 76-90.
+%
+% In order to use the new commands in this
+% file, the packages amsmath, amssymb,
+% and bm should be available.
+%
+% Copyright (c) 2016 by Erik Kole.
+% All Rights Reserved.
+%
+% This work may be distributed and/or modified under the
+% conditions of the LaTeX Project Public License, either version 1.3
+% of this license or (at your option) any later version.
+% The latest version of this license is in
+% http://www.latex-project.org/lppl.txt
+% and version 1.3 or later is part of all distributions of LaTeX
+% version 2005/12/01 or later.
+%
+% This work has the LPPL maintenance status "maintained".
+%
+% The Current Maintainer of this work is Erik Kole.
+%
+% This work consists of the files econometrics.sty, econometrics.tex and
+% econometrics.pdf
+
+% This version: 1.0, January 15, 2016
+%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%
+\newcommand{\newoperator}[3]{\newcommand*{#1}{\mathop{#2}#3}}
+\newcommand{\renewoperator}[3]{\renewcommand*{#1}{\mathop{#2}#3}}
+%
+% symbols C,N,Q,R,Z for sets
+\newcommand{\SC}{\mathbb{C}}
+\newcommand{\SN}{\mathbb{N}}
+\newcommand{\SQ}{\mathbb{Q}}
+\newcommand{\SR}{\mathbb{R}}
+\newcommand{\SZ}{\mathbb{Z}}
+%
+% calligraphic capital letters
+\newcommand{\calA}{\mathcal{A}}
+\newcommand{\calB}{\mathcal{B}}
+\newcommand{\calC}{\mathcal{C}}
+\newcommand{\calD}{\mathcal{D}}
+\newcommand{\calE}{\mathcal{E}}
+\newcommand{\calF}{\mathcal{F}}
+\newcommand{\calG}{\mathcal{G}}
+\newcommand{\calH}{\mathcal{H}}
+\newcommand{\calI}{\mathcal{I}}
+\newcommand{\calJ}{\mathcal{J}}
+\newcommand{\calK}{\mathcal{K}}
+\newcommand{\calL}{\mathcal{L}}
+\newcommand{\calM}{\mathcal{M}}
+\newcommand{\calN}{\mathcal{N}}
+\newcommand{\calO}{\mathcal{O}}
+\newcommand{\calP}{\mathcal{P}}
+\newcommand{\calQ}{\mathcal{Q}}
+\newcommand{\calR}{\mathcal{R}}
+\newcommand{\calS}{\mathcal{S}}
+\newcommand{\calT}{\mathcal{T}}
+\newcommand{\calU}{\mathcal{U}}
+\newcommand{\calV}{\mathcal{V}}
+\newcommand{\calW}{\mathcal{W}}
+\newcommand{\calX}{\mathcal{X}}
+\newcommand{\calY}{\mathcal{Y}}
+\newcommand{\calZ}{\mathcal{Z}}
+%
+% bold lowercase and capital letters for vectors (v) and matrices (m)
+\newcommand{\mA}{\bm A}
+\newcommand{\va}{\bm a}
+\newcommand{\mB}{\bm B}
+\newcommand{\vb}{\bm b}
+\newcommand{\mC}{\bm C}
+\newcommand{\vc}{\bm c}
+\newcommand{\mD}{\bm D}
+\newcommand{\vd}{\bm d}
+\newcommand{\mE}{\bm E}
+\newcommand{\ve}{\bm e}
+\newcommand{\mF}{\bm F}
+\newcommand{\vf}{\bm f}
+\newcommand{\mG}{\bm G}
+\newcommand{\vg}{\bm g}
+\newcommand{\mH}{\bm H}
+\newcommand{\vh}{\bm h}
+\newcommand{\mI}{\bm I}
+\newcommand{\vi}{\bm i}
+\newcommand{\mJ}{\bm J}
+\newcommand{\vj}{\bm j}
+\newcommand{\mK}{\bm K}
+\newcommand{\vk}{\bm k}
+\newcommand{\mL}{\bm L}
+\newcommand{\vl}{\bm l}
+\newcommand{\mM}{\bm M}
+\newcommand{\vm}{\bm m}
+\newcommand{\mN}{\bm N}
+\newcommand{\vn}{\bm n}
+\newcommand{\mO}{\bm O}
+\newcommand{\vo}{\bm o}
+\newcommand{\mP}{\bm P}
+\newcommand{\vp}{\bm p}
+\newcommand{\mQ}{\bm Q}
+\newcommand{\vq}{\bm q}
+\newcommand{\mR}{\bm R}
+\newcommand{\vr}{\bm r}
+\newcommand{\mS}{\bm S}
+\newcommand{\vs}{\bm s}
+\newcommand{\mT}{\bm T}
+\newcommand{\vt}{\bm t}
+\newcommand{\mU}{\bm U}
+\newcommand{\vu}{\bm u}
+\newcommand{\mV}{\bm V}
+\newcommand{\vv}{\bm v}
+\newcommand{\mW}{\bm W}
+\newcommand{\vw}{\bm w}
+\newcommand{\mX}{\bm X}
+\newcommand{\vx}{\bm x}
+\newcommand{\mY}{\bm Y}
+\newcommand{\vy}{\bm y}
+\newcommand{\mZ}{\bm Z}
+\newcommand{\vz}{\bm z}
+%
+% bold Greek lowercase letters for vectors (v)
+\newcommand{\valpha}{\bm \alpha}
+\newcommand{\vbeta}{\bm \beta}
+\newcommand{\vgamma}{\bm \gamma}
+\newcommand{\vdelta}{\bm \delta}
+\newcommand{\vepsi}{\bm \epsi}
+\newcommand{\vvarepsilon}{\bm \varepsilon}
+\newcommand{\vzeta}{\bm \zeta}
+\newcommand{\veta}{\bm \eta}
+\newcommand{\vtheta}{\bm \theta}
+\newcommand{\viota}{\bm \iota}
+\newcommand{\vkappa}{\bm \kappa}
+\newcommand{\vlambda}{\bm \lambda}
+\newcommand{\vmu}{\bm \mu}
+\newcommand{\vnu}{\bm \nu}
+\newcommand{\vxi}{\bm \xi}
+\newcommand{\vpi}{\bm \pi}
+\newcommand{\vrho}{\bm \rho}
+\newcommand{\vsigma}{\bm \sigma}
+\newcommand{\vtau}{\bm \tau}
+\newcommand{\vupsilon}{\bm \upsilon}
+\newcommand{\vphi}{\bm \phi}
+\newcommand{\vchi}{\bm \chi}
+\newcommand{\vpsi}{\bm \psi}
+\newcommand{\vomega}{\bm \omega}
+%
+% bold Greek capital letters for matrices (m)
+\newcommand{\mGamma}{\bm \varGamma}
+\newcommand{\mDelta}{\bm \varDelta}
+\newcommand{\mTheta}{\bm \varTheta}
+\newcommand{\mLambda}{\bm \varLambda}
+\newcommand{\mXi}{\bm \varXi}
+\newcommand{\mPi}{\bm \varPi}
+\newcommand{\mSigma}{\bm \varSigma}
+\newcommand{\mUpsilon}{\bm \varUpsilon}
+\newcommand{\mPhi}{\bm \varPhi}
+\newcommand{\mPsi}{\bm \varPsi}
+\newcommand{\mOmega}{\bm \varOmega}
+%
+% roman letters in mathematics
+\newcommand{\rb}{\ensuremath{\mathrm{b}}}
+\newcommand{\rB}{\ensuremath{\mathrm{B}}}
+\newcommand{\rC}{\ensuremath{\mathrm{C}}}
+\newcommand{\rD}{\ensuremath{\mathrm{D}}}
+\newcommand{\rf}{\ensuremath{\mathrm{f}}}
+\newcommand{\rF}{\ensuremath{\mathrm{F}}}
+\newcommand{\rH}{\ensuremath{\mathrm{H}}}
+\newcommand{\rL}{\ensuremath{\mathrm{L}}}
+\newcommand{\rN}{\ensuremath{\mathrm{N}}}
+\newcommand{\rt}{\ensuremath{\mathrm{t}}}
+\newcommand{\rU}{\ensuremath{\mathrm{U}}}
+\newcommand{\rGam}{\ensuremath{\mathrm{Gam}}}
+\newcommand{\rBeta}{\ensuremath{\mathrm{Beta}}}
+%
+\newcommand{\Bin}{\ensuremath{\mathrm{Bin}}}
+\newcommand{\eu}{\ensuremath{\mathrm{e}}}
+\newcommand{\iu}{\ensuremath{\mathrm{i}}}
+\newcommand{\LN}{\ensuremath{\mathrm{LN}}}
+\newcommand{\IN}{\ensuremath{\mathrm{IN}}}
+
+\newcommand{\Poi}{\ensuremath{\mathrm{Poi}}}
+%
+\newcommand{\ped}[1]{\ensuremath{_\mathrm{#1}}} %pedex
+\newcommand{\ap}[1]{\ensuremath{^\mathrm{#1}}} %apex
+\renewoperator{\Re}{\mathrm{Re}}{\nolimits}
+\renewoperator{\Im}{\mathrm{Im}}{\nolimits}
+%
+% letters for (partial) differentiation
+\makeatletter
+\newcommand{\rd}{\@ifnextchar^{\DIfF}{\DIfF^{}}}
+\def\DIfF^#1{%
+ \mathop{\mathrm{\mathstrut d}}%
+ \nolimits^{#1}\gobblespace}
+\def\gobblespace{\futurelet\diffarg\opspace}
+\def\opspace{%
+ \let\DiffSpace\!%
+ \ifx\diffarg(%
+ \let\DiffSpace\relax
+ \else
+ \ifx\diffarg[%
+ \let\DiffSpace\relax
+ \else
+ \ifx\diffarg\{%
+ \let\DiffSpace\relax
+ \fi\fi\fi\DiffSpace}
+\newcommand{\deriv}[3][]{\frac{\rd^{#1}#2}{\rd #3^{#1}}}
+\newcommand{\pderiv}[3][]{\frac{\partial^{#1}#2}{\partial #3^{#1}}}
+%
+% operatornames
+\newcommand{\bias}{\operatorname{bias}}
+\newcommand{\col}{\operatorname{col}}
+\newcommand{\corr}{\operatorname{corr}}
+\newcommand{\cov}{\operatorname{cov}}
+\newcommand{\dg}{\operatorname{dg}}
+\newcommand{\diag}{\operatorname{diag}}
+\newcommand{\E}{\operatorname{E}}
+\newcommand{\etr}{\operatorname{etr}}
+\newoperator{\ip}{\mathrm{int}}{\nolimits}
+\newcommand{\kur}{\operatorname{kur}}
+\newcommand{\MSE}{\operatorname{MSE}}
+\newcommand{\MSFE}{\operatorname{MSFE}}
+\newcommand{\OLS}{\operatorname{OLS}}
+\newcommand{\plim}{\operatorname{plim}}
+\newcommand{\resid}{\operatorname{resid}}
+\newcommand{\rk}{\operatorname{rk}}
+\newcommand{\SE}{\operatorname{SE}}
+\newcommand{\sgn}{\operatorname{sgn}}
+\newcommand{\tr}{\operatorname{tr}}
+\newcommand{\var}{\operatorname{var}}
+\renewcommand{\vec}{\operatorname{vec}}
+\newcommand{\vech}{\operatorname{vech}}
+%
+% other definitions
+\newcommand{\distr}{\sim}
+\newcommand{\adistr}{\stackrel{a}{\distr}}
+\newcommand{\diff}{\Delta}
+\newcommand{\fdiff}{\diff_{\rf}}
+\newcommand{\bdiff}{\diff_{\rb}}
+%
+\newcommand{\eps}{\epsilon}
+\newcommand{\epsi}{\varepsilon}
+%
+\newcommand{\longto}{\longrightarrow}
+\newcommand{\pto}{\stackrel{p}{\longrightarrow}}
+\newcommand{\dto}{\stackrel{d}{\longrightarrow}}
+\newcommand{\wto}{\stackrel{w}{\longrightarrow}}
+%
+\newcommand{\Infmat}{\bm\calI}
+\newcommand{\Hesmat}{\bm\calH}
+\newcommand{\bcdot}{\raisebox{1pt}{\textbf{\large .}}}
+%
+\newcommand{\vones}{\bm\imath}
+\newcommand{\vzeros}{\boldsymbol{0}}
+\newcommand{\mZeros}{\mathbf{O}}
+%
+% additional commands
+\newcommand{\e}{\eu}% exponential e
+\newcommand{\mply}{\cdot} % multiplication symbol
+\newcommand{\rW}{\ensuremath{\mathrm{W}}} % Wishart distribution
+%%%%%