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

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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.
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Editorial Reviews

From The Critics
For graduate students with a good working knowledge of matrix algebra, basic statistics, and classical econometrics, and are familiar with standard asymptotic theory, Turkington (economics, U. of Western Australia) examines the mathematics behind applying classical statistical procedures to econometric models. He outlines the procedures, then illustrates how the mathematical tools he has discussed facilitate the application. Annotation c. Book News, Inc., Portland, OR (booknews.com)
From the Publisher
"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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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
1 Classical Statistical Procedures 1
2 Elements of Matrix Algebra 7
3 Zero-One Matrices 28
4 Matrix Calculus 67
5 Linear-Regression Models 87
6 Seemingly Unrelated Regression Equations Models 110
7 Linear Simultaneous Equations Models 146
References and Suggested Readings 197
Index 201
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