Convention: Let A be a T×m matrix; the notation vec(A) will mean the Tmelement column vector whose first set of T elements are the first colum of A, that is a.1 using the dot notation for columns; the second set of T elements are those of the second column of A, a.2, and so on. Thus A = [a.1, a.2, · · · , a.m] in the dot notation. An immediate consequences of the above Convention is Vec of a pr...