Building on the success of Abadir and Magnus' Matrix Algebra in the Econometric Exercises Series, Statistics serves as a bridge between elementary and specialized statistics. Professors Abadir, Heijmans, and Magnus freely use matrix algebra to cover intermediate to advanced material. Each chapter contains a general introduction, followed by a series of connected exercises which build up knowledge systematically. The characteristic feature of the book (and indeed the series) is that all exercises are fully solved. The authors present many new proofs of established results, along with new results, often involving shortcuts that resort to statistical conditioning arguments.

About the Authors

Karim M. Abadir is Emeritus Professor of Financial Econometrics at Imperial College London, and Distinguished Visiting Professor at the American University in Cairo. He was the Head of the Statistics Group at the University of York and Chair of Econometrics and Statistics joint between the Departments of Mathematics and Economics 1996–2005, then Chair of Financial Econometrics 2005–2017 at Imperial College London. He was a founding editor of the Econometrics Journal for 10 years.

Risto D. H. Heijmans (1940–2014) was Associate Professor in Econometrics at the former Institute of Actuarial Science and Econometrics of the University of Amsterdam. He taught in probability theory, statistics, and stochastic processes to students in actuarial science, econometrics, and operations research. He was an expert on asymptotic theory.

Jan R. Magnus worked at the London School of Economics and Political Science from 1981–1996 and then at Tilburg University as Research Professor of Econometrics. In 2013 he moved to the Vrije Universiteit Amsterdam as Extraordinary Professor of Econometrics. Magnus is (co)author of eight books, and more than one hundred scientific papers.

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