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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.
"About this title" may belong to another edition of this title.
- PublisherCambridge University Press
- Publication date2002
- ISBN 10 0521807883
- ISBN 13 9780521807883
- BindingHardcover
- LanguageEnglish
- Number of pages220
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Matrix Calculus and Zero-One Matrices Statistical and Econometric Applications
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Cambridge, Cambridge University Press, 2001
ISBN 10: 0521807883
ISBN 13: 9780521807883
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8° Leinen. Condition: Sehr gut. XI 206 S. Mit Schutzumschlag. Dieser geringfügig berieben. Das Buch selbst ist in einem sehr guten, fast neuwertigen Zustand. B12-04-06K Sprache: Englisch Gewicht in Gramm: 360. Seller Inventory # 1845844
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Matrix Calculus & Zero-One Matrices: Statistical and Econometric Applications
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Cambridge University Press, 2001
ISBN 10: 0521807883
ISBN 13: 9780521807883
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
Published by
Cambridge University Press, 2002
ISBN 10: 0521807883
ISBN 13: 9780521807883
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications.
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ISBN 10: 0521807883
ISBN 13: 9780521807883
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
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Cambridge University Press, 2001
ISBN 10: 0521807883
ISBN 13: 9780521807883
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
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Cambridge University Press, 2001
ISBN 10: 0521807883
ISBN 13: 9780521807883
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Matrix Calculus and Zero-One Matrices
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Cambridge University Press, 2001
ISBN 10: 0521807883
ISBN 13: 9780521807883
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
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Cambridge University Press, 2001
ISBN 10: 0521807883
ISBN 13: 9780521807883
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Matrix Calculus and Zero-One Matrices (Hardcover)
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Cambridge University Press, Cambridge, 2001
ISBN 10: 0521807883
ISBN 13: 9780521807883
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Hardcover. Condition: new. Hardcover. 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. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521807883
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
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Hardcover. Condition: Brand New. 206 pages. 9.00x5.75x0.75 inches. In Stock. This item is printed on demand. Seller Inventory # __0521807883
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