Matrix Calculus and Zero-One Matrices

Name: Matrix Calculus and Zero-One Matrices
Brand: Cambridge University Press
SKU: 9780521022453
Price: 46.71 EUR
Availability: InStock

Statistical and Econometric Applications

Автор: Darrell A. Turkington

Език:

Корици: С меки корици

Издател: Cambridge University Press

Наличност: Външен склад

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46.71 € 91.36 лв

This 2002 book presents the reader with mathematical tools taken from matrix calculus and zero-one m...

Информация за книгата

Автор

Darrell A. Turkington

Език

Английски език

Корици

Книга - С меки корици

Издадена

2005

страници

220

EAN

9780521022453

ISBN

0521022452

Enbook ID

02018303

Издател

Cambridge University Press

Теглоt

338

Размери

153 x 230 x 13

Пълно описание

This 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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Matrix Calculus and Zero-One Matrices

Statistical and Econometric Applications

Информация за книгата

Пълно описание

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