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.