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

Turkington, Darrell A.

Rilegato

ISBN 10: 0521807883 ISBN 13: 9780521807883

Casa editrice: Cambridge University Press, 2001

Riassunto

Shows how mathematical tools taken from matrix calculations and zero-one matrices greatly facilitate the application of classical statistical procedures to econometric models.

Su questo libro

Recensione

'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

Descrizione del libro

This 2002 book demonstrates how mathematical tools taken from matrix calculations and zero-one matrices greatly facilitate the application of classical statistical procedures to econometric models. The score vector, 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.

Dettagli dell'edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2001
• Lingua: Inglese
• ISBN 10: 0521807883
• ISBN 13: 9780521807883
• Rilegatura: Copertina rigida
• Numero di pagine: 220
• Contatto del produttore: non disponibile
• Persona responsabile: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia