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

✍ Scribed by Darrell A. Turkington

• Publisher: Cambridge University Press
• Year: 2002
• Tongue: English
• Leaves: 222
• Edition: 1st
• Category: Library

✦ Synopsis

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.

✦ Table of Contents

Front Cover......Page 1
Back Cover......Page 4
Contents......Page 11
Preface......Page 13
1. Classical Statistical Procedures......Page 17
2. Elements of Matrix Algebra......Page 23
3. Zero-One Matrices......Page 44
4. Matrix Calculus......Page 83
5. Linear-Regression Models......Page 103
6. Seemingly Unrelated Regression Equations Models......Page 126
7. Linear Simultaneous Equations Models......Page 162
References and Suggested Readings......Page 213
Index......Page 217