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

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

Hardcover

EconomicsGeneral Mathematics

ISBN10: 0521807883
ISBN13: 9780521807883
Publisher: Cambridge
Published: Dec 10 2001
Pages: 220
Weight: 1.09
Height: 0.63 Width: 6.00 Depth: 9.00
Language: English
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.

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Economics