Matrix Calculus and Zero-One Matrices

Name: Matrix Calculus and Zero-One Matrices
Brand: Cambridge University Press
SKU: 9780521022453
Price: 1077 CZK
Availability: InStock

Statistical and Econometric Applications

Autor: Darrell A. Turkington

Jazyk:

Vazba: Brožovaná

Vydavatel: Cambridge University Press

Dostupnost: Skladem u dodavatele

Odesíláme za 9-15 dnů

1 077 Kč

This 2002 book presents the reader with mathematical tools taken from matrix calculus and zero-one m...

Informace o knize

Autor

Darrell A. Turkington

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2005

Stránek

220

EAN

9780521022453

ISBN

0521022452

Enbook ID

02018303

Vydavatel

Cambridge University Press

Hmotnost

338

Rozměry

153 x 230 x 13

Kompletní popis

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.

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Matrix Calculus and Zero-One Matrices

Statistical and Econometric Applications

Informace o knize

Kompletní popis

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