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

by Darrell A. Turkington

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
Edition description:	Revised ed.
Pages:	220
Product dimensions:	6.06(w) x 9.02(h) x 0.59(d)

Table of Contents

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.

Editorial Reviews

"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

From the Publisher

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)