For simplicity, let me refer to ``` tex \frac{\partial h_{t}}{\partial \underline{h}_{t}} ``` as `D`. Then, an equation on page 51 says ``` tex DU = Q (\diag(D) \odot S) Q^{-1} ``` but the LHS is `D Q S Q^{-1}` and the RHS is `Q D S Q^{-1}`, which are not the same.
For simplicity, let me refer to
as
D.Then, an equation on page 51 says
but the LHS is
D Q S Q^{-1}and the RHS isQ D S Q^{-1}, which are not the same.