Sale!

Matrix Calculus and Zero One Matrices Statistical and Econometric Applications 1st Edition by Darrell A Turkington ISBN 0521807883 9780521807883

Original price was: $50.00.Current price is: $35.00.

Matrix Calculus and Zero One Matrices Statistical and Econometric Applications 1st Edition Darrell A. Turkington Digital Instant Download

Author(s): Darrell A. Turkington
ISBN(s): 9780521807883, 0521807883
Edition: 1st
File Details: PDF, 6.52 MB
Year: 2002
Language: english
SKU: EB-2417006 Category: Tag:

Matrix Calculus and Zero One Matrices Statistical and Econometric Applications 1st Edition by Darrell A Turkington – Ebook PDF Instant Download/Delivery: 0521807883, 9780521807883
Full download Matrix Calculus and Zero One Matrices Statistical and Econometric Applications 1st Edition after payment

Product details:

ISBN 10: 0521807883 
ISBN 13: 9780521807883
Author: Darrell A Turkington

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.

Matrix Calculus and Zero One Matrices Statistical and Econometric Applications 1st Table of contents:

Chapter 1 – Classical Statistical Procedures

  • Introduction

  • The Score Vector, the Information Matrix, and the Cramér–Rao Lower Bound

  • Maximum Likelihood Estimators and Test Procedures

  • Nuisance Parameters

  • Differentiation and Asymptotic Theory

Chapter 2 – Elements of Matrix Algebra

  • Introduction

  • Kronecker Products

  • The Vec and Devec Operators

  • Generalized Vec and Devec Operators

  • Triangular and Band Matrices

Chapter 3 – Zero-One Matrices

  • Introduction

  • Selection and Permutation Matrices

  • The Commutation Matrix and Generalized Vec/Devec Operators

  • Elimination Matrices

  • Duplication Matrices

  • Zero-One Matrix Results for n×nn times n Matrices

  • Shifting Matrices

Chapter 4 – Matrix Calculus

  • Introduction

  • Basic Definitions

  • Simple Matrix Calculus Results

  • Matrix Calculus with Zero-One Matrices

  • Chain Rule and Product Rule

  • Rules for Vecs of Matrices

  • Properties of K Matrices (e.g., Kn,Kn,rK_n, K_{n,r}Kn​,Kn,r​)

  • Scalar Functions of Matrices

  • Tables of Common Results

Chapter 5 – Linear Regression Models

  • Introduction

  • Basic Linear Regression

  • Regression with Autoregressive Disturbances

  • Regression with Moving-Average Disturbances

  • Appendix: Probability Limits of the Information Matrix (AR/MA Models)

Chapter 6 – Seemingly Unrelated Regression Equations (SURE) Models

  • Introduction

  • The Standard SURE Model

  • SURE with Vector Autoregressive Disturbances

  • SURE with Vector Moving-Average Disturbances

  • Appendix: Probability Limits of the Information Matrix

Chapter 7 – Linear Simultaneous Equations Models

  • Introduction

  • The Standard Model

  • With Vector Autoregressive Disturbances

  • With Vector Moving-Average Disturbances

  • Appendix: Consistency of Estimators R and S

People also search for Matrix Calculus and Zero One Matrices Statistical and Econometric Applications 1st:

matrix calculus and zero-one matrix statistical and econometric applications
    
are matrices used in calculus
    
matrix explained math
    
matrix calculus book
    
matrices calculus

Tags: Darrell A Turkington, Matrix Calculus, Matrices Statistical, Econometric