|
|
|
|
|
|
|
HELP | |
|
  $60.95 List price:
HARDCOVER, USED
Usually ships in 5 to 7 business days
 available for shipping or prepaid pickup only
More copies of this ISBN:This title in other formats:Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applicationsby Darrell A Turkington
Synopses & ReviewsPublisher Comments: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. Book News Annotation:For graduate students with a good working knowledge of matrix
algebra, basic statistics, and classical econometrics, and are
familiar with standard asymptotic theory, Turkington (economics, U.
of Western Australia) examines the mathematics behind applying
classical statistical procedures to econometric models. He outlines
the procedures, then illustrates how the mathematical tools he has
discussed facilitate the application.
Annotation c. Book News, Inc., Portland, OR (booknews.com) Review:"The major contribution of this book is to place together most of the well-known results along with many new results and provide illustrations." Mathematical Reviews Synopsis:This book presents the reader with mathematical tools drawn from matrix calculus and zero-one matrices and demonstrates how the use of their tools facilitates such applications in a sequence of linear econometric models of increasing statistical complexity. Synopsis:This book demonstrates how mathematical tools taken from matrix calculations and zero-one matrices greatly facilitate the application of classical statistical procedures to econometric models. The score vector, 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.
Synopsis:Shows how mathematical tools taken from matrix calculations and zero-one matrices greatly facilitate the application of classical statistical procedures to econometric models. Table of Contents1. Classical statistical procedures; 2. Elements of matrix algebra; 3. Zero-one matrices; 4. Matrix calculus; 5. Linear regression models; 6. Seemingly unrelated regression equations models; 7. Linear simultaneous equations models.
What Our Readers Are SayingBe the first to add a comment for a chance to win!Product Details
Other books you might like
Related Aisles
| ||||||||||||
|
| |||||||||||||
|
|||||||||||||
Don't Miss
