Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications

by Darrell A. Turkington

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0521022452
• ISBN13: 9780521022453
• Release Date: November 2005
• Publisher: Cambridge University Press
• Length: 220 Pages
• Weight: 0.72 lbs.
• Dimensions: 0.5" x 6.0" x 9.0"