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

ISBN-13: 9780521807883 / Angielski / Twarda / 2001 / 220 str.

Pert Darrell A. Turkington (University of Western Australia

Opis

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.

Recenzje

'This is indeed a fine book covering the major areas in the Econometric literature. … The book, with its lucid presentation, will be quite valuable as a reference book for instructors as well as graduate students.' Indian Journal of Statistics

Spis treści

1. Classical statistical procedures; 2. Elements of matrix algebra; 3. Zero-one matrices; 4. Matrix calculus; 5. Linear regression models; 6. Seemingly unrelated regression equations models; 7. Linear simultaneous equations models.