Matrix Calculus and Zero-One Matrices Statistical and Econometric Applications
Turkington, Darrell A.:
ISBN 10: 0521807883 ISBN 13: 9780521807883
Published by Cambridge, Cambridge University Press, 2001
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avelibro OHG, Dinkelscherben, Germany
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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
Synopsis:
Shows how mathematical tools taken from matrix calculations and zero-one matrices greatly facilitate the application of classical statistical procedures to econometric 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
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Bibliographic Details
Title: Matrix Calculus and Zero-One Matrices ...
Publisher: Cambridge, Cambridge University Press
Publication Date: 2001
Binding: 8° Leinen
Condition: Sehr gut
Dust Jacket Condition: Dust Jacket Included
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Matrix Calculus and Zero-One Matrices; 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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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, 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
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
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Matrix Calculus and Zero-One Matrices (Hardcover)
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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. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, 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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ISBN 10: 0521807883
ISBN 13: 9780521807883
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
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Matrix Calculus and Zero-One Matrices (Hardcover)
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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. This item is printed on demand. 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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