Synopsis
Introduction to the Book. 1. Some Comments and a Bibliography on the Frucht-Kantorovich and Wielandt Inequalities. 2. On Matrix Trace Kantorovich-type Inequalities. 3. Matrix Inequality Applications in Econometrics. 4. On a Generalisation of the Covariance Matrix of the Multinomial Distribution. 5. A General Method of Testing for Random Parameter Variation in Statistical Models. 6. Dual Scaling and Correspondence Analysis of Rank Order Data. 7. Continuous Extensions of Matrix Formulations in Correspondence Analysis, with Applications to the FGM Family of Distributions. 8. Utility Maximisation and Mode of Payment. 9. Gibbs Sampling in B-VAR Models with Latent Variables. 10. Least-Squares Autoregression with Near-unit Root. 11. Efficiency Comparisons for a System GMM Estimator in Dynamic Panel Data Models. 12. The Rank Condition for Forward Looking Models. 13. Notes on the Elementary Properties of Permutation and Reflection Matrices. 14. S-Ancillarity and Strong Exogeneity. 15. Asymptotic Inference Based on Eigenprojections of Covariance and Correlation Matrices. 16. On a Fisher-Cornish Type Expansion of Wishart Matrices. 17. Scaled and Adjusted Restricted Tests in Multi-Sample analysis of Moment Structures. 18. Asymptotic Behaviour of Sums of Powers of Residuals in the Classic Linear Regression Model. 19. Matrix Methods for Solving Nonlinear Dynamic Optimisation Models. 20. Computers, Multilinear Algebra and Statistics. Author Index. Subject Index.
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