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

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9780521022453: Matrix Calculus Zero-One Matrices: Statistical and Econometric Applications
Softcover
ISBN 10: 0521022452 ISBN 13: 9780521022453
Publisher: Cambridge University Press, 2008

Synopsis

Shows how mathematical tools taken from matrix calculations and zero-one matrices greatly facilitate the application of classical statistical procedures to econometric models.

"synopsis" may belong to another edition of this title.

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

Book Description

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.

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2008
Language
English
ISBN 10 
0521022452
ISBN 13 
9780521022453
Binding
Paperback
Number of pages
220

Other Popular Editions of the Same Title

9780521807883: Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications

Featured Edition

ISBN 10:  0521807883 ISBN 13:  9780521807883
Publisher: Cambridge University Press, 2002
Hardcover