Matrix Calculus and Zero-one Matrices
Statistical and Econometric Applications
By (author) Darrell A. Turkington
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Matrix Calculus and Zero-one Matrices by Darrell A. Turkington
Book DescriptionThis 2002 book presents the reader with mathematical tools taken from matrix calculus and zero-one 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. Well-known zero-one 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 Cramer-Rao 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.
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Book DetailsISBN: 9780521022453
(228mm x 152mm x 13mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 10-Nov-2005
Country of Publication: United Kingdom
Books By Author Darrell A. Turkington
Generalized Vectorization, Cross-Products, 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 concepts-comprehensively and economically-without re-teaching basic material or laboring over superfluous ideas, this text locates the necessary information in a practical economics context.
Matrix Calculus and Zero-One Matrices, Hardback (December 2001)
Shows how mathematical tools taken from matrix calculations and zero-one 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.
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