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Matrix Calculus and Zeroone MatricesStatistical and Econometric ApplicationsNormal Price: $56.95
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Matrix Calculus and Zeroone Matrices by Darrell A. TurkingtonBook Description This 2002 book presents the reader with mathematical tools taken from matrix calculus and zeroone matrices and demonstrates how these tools greatly facilitate the application of classical statistical procedures to econometric models. The matrix calculus results are derived from a few basic rules that are generalizations of the rules of ordinary calculus. These results are summarized in a useful table. Wellknown zeroone matrices, together with some newer ones, are defined, their mathematical roles explained, and their useful properties presented. The basic building blocks of classical statistics, namely the score vector, the information matrix, and the CramerRao lower bound, are obtained for a sequence of linear econometric models of increasing statistical complexity. From these are obtained interactive interpretations of maximum likelihood estimators, linking them with efficient econometric estimators. Classical test statistics are also derived and compared for hypotheses of interest.Buy Matrix Calculus and Zeroone Matrices book by Darrell A. Turkington from Australia's Online Bookstore, Boomerang Books. Book Details ISBN: 9780521022453ISBN10: 0521022452
(228mm x 152mm x 13mm) Pages: 220 Imprint: Cambridge University Press Publisher: Cambridge University Press Publish Date: 10Nov2005 Country of Publication: United Kingdom 

Other Editions...Books By Author Darrell A. Turkington
Generalized Vectorization, CrossProducts, and Matrix Calculus, Paperback (June 2014)
This book studies the mathematics behind matrix calculus and the applications of matrix calculus in statistics and econometrics.
Mathematical Tools for Economics, Hardback (November 2006)
Designed to demonstrate the essential mathematical conceptscomprehensively and economicallywithout reteaching basic material or laboring over superfluous ideas, this text locates the necessary information in a practical economics context.
Matrix Calculus and ZeroOne Matrices, Hardback (December 2001)
Shows how mathematical tools taken from matrix calculations and zeroone matrices greatly facilitate the application of classical statistical procedures to econometric models.
Instrumental Variables, Paperback (January 1990)
» View all books by Darrell A. Turkington
This book will be useful for advanced undergraduates and graduates, and be a source of reference for researchers in econometrics and statistics. Reviews» Have you read this book? We'd like to know what you think about it  write a review about Matrix Calculus and Zeroone Matrices book by Darrell A. Turkington and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member  it's free to sign up!) 