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Synopsis
Shows how mathematical tools taken from matrix calculations and zero-one matrices greatly facilitate the application of classical statistical procedures to econometric models.
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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.
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Matrix Calculus Zero-One Matrices: Statistical and Econometric Applications
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Cambridge University Press, 2005
ISBN 10: 0521022452
ISBN 13: 9780521022453
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Matrix Calculus Zero-One Matrices: Statistical and Econometric Applications
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Cambridge University Press -, 2005
ISBN 10: 0521022452
ISBN 13: 9780521022453
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
Published by
Cambridge University Press, 2005
ISBN 10: 0521022452
ISBN 13: 9780521022453
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Matrix Calculus and Zero-One Matrices
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Cambridge University Press, 2005
ISBN 10: 0521022452
ISBN 13: 9780521022453
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Matrix Calculus and Zero-One Matrices
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ISBN 10: 0521022452
ISBN 13: 9780521022453
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
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Cambridge University Press, 2005
ISBN 10: 0521022452
ISBN 13: 9780521022453
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Matrix Calculus Zero-One Matrices: Statistical and Econometric Applications
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Cambridge University Press, 2008
ISBN 10: 0521022452
ISBN 13: 9780521022453
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Condition: New. Shows how mathematical tools taken from matrix calculations and zero-one matrices greatly facilitate the application of classical statistical procedures to econometric models. Num Pages: 220 pages, 8 tables. BIC Classification: PBF. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 230 x 153 x 13. Weight in Grams: 338. . 2008. Revised ed. paperback. . . . . Seller Inventory # V9780521022453
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Matrix Calculus and Zero-One Matrices
Published by
Cambridge University Press, 2005
ISBN 10: 0521022452
ISBN 13: 9780521022453
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
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Cambridge University Press, 2005
ISBN 10: 0521022452
ISBN 13: 9780521022453
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Matrix Calculus Zero-One Matrices: Statistical and Econometric Applications
Published by
Cambridge University Press, 2005
ISBN 10: 0521022452
ISBN 13: 9780521022453
New
Softcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.
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Condition: New. Shows how mathematical tools taken from matrix calculations and zero-one matrices greatly facilitate the application of classical statistical procedures to econometric models. Num Pages: 220 pages, 8 tables. BIC Classification: PBF. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 230 x 153 x 13. Weight in Grams: 338. . 2008. Revised ed. paperback. . . . . Books ship from the US and Ireland. Seller Inventory # V9780521022453