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

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

by Darrell A. Turkington
     
 

ISBN-10: 0521022452

ISBN-13: 9780521022453

Pub. Date: 11/10/2005

Publisher: Cambridge University Press

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…  See more details below

Overview

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.

Product Details

ISBN-13:
9780521022453
Publisher:
Cambridge University Press
Publication date:
11/10/2005
Pages:
220
Product dimensions:
5.98(w) x 8.98(h) x 0.51(d)

Table of Contents

Preface
1Classical Statistical Procedures1
2Elements of Matrix Algebra7
3Zero-One Matrices28
4Matrix Calculus67
5Linear-Regression Models87
6Seemingly Unrelated Regression Equations Models110
7Linear Simultaneous Equations Models146
References and Suggested Readings197
Index201

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