Matrix Calculus and Zero-One Matrices : Statistical and Econometric Applications
Language: English
Published by Cambridge University Press, 2005
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 62.26
Quantity: 1 available
Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - This 2002 book presents the reader with mathematical tools taken from matrix calculus and zero-one matrices and demonstrates how these tools greatly facilitate the application of classical statistical procedures to econometric models. The matrix calculus results are derived from a few basic rules that are generalizations of the rules of ordinary calculus. These results are summarized in a useful table. Well-known zero-one matrices, together with some newer ones, are defined, their mathematical roles explained, and their useful 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 increasing statistical complexity. From these are obtained interactive interpretations of maximum likelihood estimators, linking them with efficient econometric estimators. Classical test statistics are also derived and compared for hypotheses of interest.…
Seller Inventory # 9780521022453
- Title
- Matrix Calculus and Zero-One Matrices : Statistical and Econometric Applications
- Author
- Darrell A. Turkington
- Publisher
- Cambridge University Press
- Publication year
- 2005
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 0521022452
- ISBN 13
- 9780521022453
- Item weight
- 365 grams
- Dimensions
- 229x152x13 mm
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AHA-BUCH GmbH
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37574 Einbeck
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E-Mail: abebooks@aha-buch.de
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