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Synopsis
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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Review
"The major contribution of this book is to place together most of the well-known results along with many new results and provide illustrations." Mathematical Reviews
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- PublisherCambridge University Press
- Publication date2001
- ISBN 10 0521807883
- ISBN 13 9780521807883
- BindingHardcover
- LanguageEnglish
- Number of pages220
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
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ISBN 10: 0521807883
ISBN 13: 9780521807883
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Matrix Calculus & Zero-One Matrices: Statistical and Econometric Applications
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Cambridge University Press, 2001
ISBN 10: 0521807883
ISBN 13: 9780521807883
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
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ISBN 10: 0521807883
ISBN 13: 9780521807883
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Matrix Calculus and Zero-One Matrices Statistical and Econometric Applications
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ISBN 10: 0521807883
ISBN 13: 9780521807883
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Matrix Calculus and Zero-One Matrices Statistical and Econometric Applications
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Matrix Calculus and Zero-One Matrices : Statistical and Econometric Applications
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Matrix Calculus and Zero-One Matrices : Statistical and Econometric Applications
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Matrix Calculus and Zero-One Matrices : Statistical and Econometric Applications
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