Looking for an examination copy?
If you are interested in the title for your course we can consider offering an examination copy. To register your interest please contact firstname.lastname@example.org providing details of the course you are teaching.
The statistical models confronting econometricians are complicated in nature so it is no easy task to apply the procedures recommended by classical statisticians to such models. This book presents the reader with mathematical tools drawn from matrix calculus and zero-one matrices and demonstrates how the use of their tools greatly facilitates such applications in a sequence of linear econometric models of increasing statistical complexity. The book differs from others in that the matrix calculus results are derived from a few basic rules which are generalizations of the rules used in ordinary calculus. Moreover the properties of several new zero-one matrices are investigated.
Reviews & endorsements
"The major contribution of this book is to place together most of the well-known results along with many new results and provide illustrations." Mathematical Reviews
Not yet reviewed
Be the first to review
Review was not posted due to profanity×
- Date Published: December 2001
- format: Hardback
- isbn: 9780521807883
- length: 220 pages
- dimensions: 229 x 152 x 16 mm
- weight: 0.5kg
- contains: 8 tables
- availability: Available
Table of Contents
1. Classical statistical procedures
2. Elements of matrix algebra
3. Zero-one matrices
4. Matrix calculus
5. Linear regression models
6. Seemingly unrelated regression equations models
7. Linear simultaneous equations models.
Sorry, this resource is locked