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

Description: Matrix Calculus and Zero-One Matrices by Darrell A. Turkington 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. FORMAT Hardcover LANGUAGE English CONDITION Brand New Publisher Description This presents the reader with mathematical tools taken from matrix calculus and zero-one matrices and demonstrates how these tools facilitate the application of classical statistical procedures to econometric models. The matrix calculus results are derived from basic rules which are generalizations of the rules of ordinary calculus. These results are summarized in a table. Well-known zero-one matrices together with some new ones are defined, their mathematical roles explained and their 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 statistical complexity. From these interactive interpretations of maximum likelihood estimators are obtained linking them with efficient econometric estimators. Classical test statistics are also derived and compared for hypotheses of interest. Author Biography Darrell A. Turkington is Professor of Economics at the University of Western Australia. He has a Ph.D in theoretical econometrics from the University of California, Berkeley and has held visiting appointments at Berkeley, the University of Warwick, the University of British Columbia, and Nuffield College, Oxford. He is co-author of the "Econometric Society" monograph, "Instrumental Variables" (1985), as well as author of "Matrix Calculus and Zero-One Matrices" (2002). Table of Contents 1. 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. Review This is indeed a fine book covering the major areas in the Econometric literature. … The book, with its lucid presentation, will be quite valuable as a reference book for instructors as well as graduate students. Indian Journal of Statistics Promotional Shows how mathematical tools taken from matrix calculations and zero-one matrices greatly facilitate the application of classical statistical procedures to econometric models. Review Quote This is indeed a fine book covering the major areas in the Econometric literature. … The book, with its lucid presentation, will be quite valuable as a reference book for instructors as well as graduate students. Indian Journal of Statistics Promotional "Headline" Shows how mathematical tools taken from matrix calculations and zero-one matrices greatly facilitate the application of classical statistical procedures to econometric models. Description for Bookstore This 2002 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. Description for Library This 2002 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. Details ISBN0521807883 Author Darrell A. Turkington Publisher Cambridge University Press Language English ISBN-10 0521807883 ISBN-13 9780521807883 Media Book Format Hardcover Year 2001 Imprint Cambridge University Press Subtitle Statistical and Econometric Applications Place of Publication Cambridge Country of Publication United Kingdom Short Title MATRIX CALCULUS & ZERO-1 MATRI Pages 220 Affiliation University of Western Australia DOI 10.1604/9780521807883 UK Release Date 2001-12-10 AU Release Date 2001-12-10 NZ Release Date 2001-12-10 Publication Date 2001-12-10 Alternative 9780511528460 DEWEY 512.9434 Illustrations 8 Tables, unspecified Audience Professional & Vocational We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:91369778;

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