Title: Matrix Calculus and Zero-One Matrices. Statistical and Econometric Applications
Publisher: Cambridge University Press, Cambridge
Publication Date: 2002
Language: English
ISBN 10: 0521807883
ISBN 13: 9780521807883
Binding: Hardcover
Edition: First Edition.
Condition: Near Fine
Dust Jacket Condition: Very Good dust

About this title

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.

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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