Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
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Book 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.
Format:Paperback
Language:English
ISBN:0521022452
ISBN13:9780521022453
Release Date:November 2005
Publisher:Cambridge University Press
Length:220 Pages
Weight:0.72 lbs.
Dimensions:0.5" x 6.0" x 9.0"
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