ENGLISH

Matrix Calculus & Zero-One Matrices: Statistical and Econometric Applications

By Darrell A. Turkington

Book information

Publisher
Cambridge University Press
Year
2005
ISBN
9780521022453, 9780511528460, 0521807883, 0521022452, 0511528469, 9780521807883
Google Books ID
HpHN4mkrRXkC
Open Library ID
OL17044853M
Language
english
Format
DJVU
Filesize
932 kB (954833 bytes)
Edition
1st
Pages
218\218
DPI
300
Time added
2010-05-31 15:29:46

Description

The statistical models confronting econometricians are complicated in nature so it is no easy task to apply the procedures recommended by classical statisticians to such models. This book presents the reader with mathematical tools drawn from matrix calculus and zero-one matrices and demonstrates how the use of their tools greatly facilitates such applications in a sequence of linear econometric models of increasing statistical complexity. The book differs from others in that the matrix calculus results are derived from a few basic rules which are generalizations of the rules used in ordinary calculus. Moreover the properties of several new zero-one matrices are investigated.

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