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

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.

Author: Darrell A. Turkington
Publisher: Cambridge University Press
Published: 12/10/2001
Pages: 220
Binding Type: Hardcover
Weight: 1.09lbs
Size: 9.00h x 6.00w x 0.63d
ISBN: 9780521807883

This title is not returnable