Matrix calculus and zero-one matrices: statistical and econometric applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2002
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Publisher description Table of contents Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | xi, 206 S. Ill. : 24 cm |
| ISBN: | 0521807883 |
Internformat
MARC
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| 245 | 1 | 0 | |a Matrix calculus and zero-one matrices |b statistical and econometric applications |c Darrell A. Turkington |
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| 650 | 4 | |a Matrices | |
| 650 | 7 | |a Matrices |2 gtt | |
| 650 | 7 | |a Statistiek |2 gtt | |
| 650 | 4 | |a Statistique mathématique | |
| 650 | 4 | |a Statistik | |
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| 650 | 4 | |a Mathematical statistics | |
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Datensatz im Suchindex
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|---|---|
| adam_text | IMAGE 1
MATRIX CALCULUS AND ZERO-ONE MATRICES
STATISTICAL AND ECONOMETRIC APPLICATIONS
DARRELL A. TURKINCTON UNIVERSITY OF WESTERN AUSTRALIA
CAMBRIDGE
UNIVERSITY PRESS
IMAGE 2
CONTENTS
PREFACE IX
1 CLASSICAL STATISTICAL PROCEDURES 1
1.1 INTRODUCTION 1
1.2 THE SCORE VECTOR, THE INFORMATION MATRIX, AND THE CRAMER-RAO LOWER
BOUND 2
1.3 MAXIMUM LIKELIHOOD ESTIMATORS AND TEST PROCEDURES 2 1.4 NUISANCE
PARAMETERS 4
1.5 DIFFERENTIATION AND ASYMPTOTICS 5
2 ELEMENTS OF MATRIX ALGEBRA 7
2.1 INTRODUCTION 7
2.2 KRONECKER PRODUCTS 7
2.3 THE VEC AND THE DEVEC OPERATORS 10
2.4 GENERALIZED VEC AND DEVEC OPERATORS 14
2.5 TRIANGULAR MATRICES AND BAND MATRICES 23
3 ZERO-ONE MATRICES ^ 28
3.1 INTRODUCTION 28
3.2 SELECTION MATRICES AND PERMUTATION MATRICES 29
3.3 THE COMMUTATION MATRIX AND GENERALIZED VECS AND DEVECS OF THE
COMMUTATION MATRIX 29
3.4 ELIMINATION MATRICES L, L 43
3.5 DUPLICATION MATRICES D, V 43
3.6 RESULTS CONCERNING ZERO-ONE MATRICES ASSOCIATED WITH AN N X N MATRIX
44
3.7 SHIFTING MATRICES 46
4 MATRIX CALCULUS 67
4.1 INTRODUCTION 67
4.2 BASIC DEFINITIONS - 68
4.3 SOME SIMPLE MATRIX CALCULUS RESULTS 69
IMAGE 3
VIII CONTENTS
4.4 MATRIX CALCULUS AND ZERO-ONE MATRICES 69
4.5 THE CHAIN RULE AND THE PRODUCT RULE FOR MATRIX CALCULUS 71 4.6 RULES
FOR VECS OF MATRICES 73
4.7 RULES DEVELOPED FROM THE PROPERTIES OF KGK, K^ N , AND K X N G 78
4.8 RULES FOR SCALAR FUNCTIONS OF A MATRIX 80
4.9 TABLES OF RESULTS 83
5 LINEAR-REGRESSION MODELS 87
5.1 INTRODUCTION 87
5.2 THE BASIC LINEAR-REGRESSION MODEL 88
5.3 THE LINEAR-REGRESSION MODEL WITH AUTOREGRESSIVE DISTURBANCES 90
5.4 LINEAR-REGRESSION MODEL WITH MOVING-AVERAGE DISTURBANCES 100
APPENDIX 5.A PROBABILITY LIMITS ASSOCIATED WITH THE INFORMATION MATRIX
FOR THE AUTOREGRESSIVE DISTURBANCES MODEL 107 APPENDIX 5.B PROBABILITY
LIMITS ASSOCIATED WITH THE
INFORMATION MATRIX FOR THE MOVING-AVERAGE DISTURBANCES MODEL 108
6 SEEMINGLY UNRELATED REGRESSION EQUATIONS MODELS 110 6.1 INTRODUCTION
110
6.2 THE STANDARD SURE MODEL 110
6.3 THE SURE MODEL WITH VECTOR AUTOREGRESSIVE DISTURBANCES 117 6.4 THE
SURE MODEL WITH VECTOR MOVING-AVERAGE DISTURBANCES 132 APPENDIX 6.A
PROBABILITY LIMITS ASSOCIATED WITH THE INFORMATION MATRIX OF THE MODEL
WITH MOVING-AVERAGE
DISTURBANCES 142
7 LINEAR SIMULTANEOUS EQUATIONS MODELS 146
7.1 INTRODUCTION *- 146
7.2 THE STANDARD LINEAR SIMULTANEOUS EQUATIONS MODEL 148 7.3 THE LINEAR
SIMULTANEOUS EQUATIONS MODEL WITH VECTOR AUTOREGRESSIVE DISTURBANCES 161
7.4 THE LINEAR SIMULTANEOUS EQUATIONS MODEL WITH VECTOR MOVING-AVERAGE
DISTURBANCES 184
APPENDIX 7.A CONSISTENCY OF R AND E 195
REFERENCES AND SUGGESTED READINGS 197
INDEX 201
|
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| author | Turkington, Darrell A. 1947- |
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| dewey-ones | 512 - Algebra |
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| dewey-search | 512.9/434 512.9/434 21 |
| dewey-sort | 3512.9 3434 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 1. publ. |
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| isbn | 0521807883 |
| language | English |
| lccn | 2001025614 |
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| physical | xi, 206 S. Ill. : 24 cm |
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| spelling | Turkington, Darrell A. 1947- Verfasser (DE-588)1012336387 aut Matrix calculus and zero-one matrices statistical and econometric applications Darrell A. Turkington 1. publ. Cambridge Cambridge University Press 2002 xi, 206 S. Ill. : 24 cm txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Econometrische modellen gtt Matrices Matrices gtt Statistiek gtt Statistique mathématique Statistik Mathematical statistics Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Matrizenrechnung (DE-588)4126963-9 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Matrizenrechnung (DE-588)4126963-9 s Statistik (DE-588)4056995-0 s Ökonometrie (DE-588)4132280-0 s DE-604 Maximum-Likelihood-Schätzung (DE-588)4194624-8 s http://www.loc.gov/catdir/description/cam021/2001025614.html Publisher description http://www.loc.gov/catdir/toc/fy02/2001025614.html Table of contents GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009848104&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Turkington, Darrell A. 1947- Matrix calculus and zero-one matrices statistical and econometric applications Econometrische modellen gtt Matrices Matrices gtt Statistiek gtt Statistique mathématique Statistik Mathematical statistics Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd Statistik (DE-588)4056995-0 gnd Matrizenrechnung (DE-588)4126963-9 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4194624-8 (DE-588)4056995-0 (DE-588)4126963-9 (DE-588)4132280-0 |
| title | Matrix calculus and zero-one matrices statistical and econometric applications |
| title_auth | Matrix calculus and zero-one matrices statistical and econometric applications |
| title_exact_search | Matrix calculus and zero-one matrices statistical and econometric applications |
| title_full | Matrix calculus and zero-one matrices statistical and econometric applications Darrell A. Turkington |
| title_fullStr | Matrix calculus and zero-one matrices statistical and econometric applications Darrell A. Turkington |
| title_full_unstemmed | Matrix calculus and zero-one matrices statistical and econometric applications Darrell A. Turkington |
| title_short | Matrix calculus and zero-one matrices |
| title_sort | matrix calculus and zero one matrices statistical and econometric applications |
| title_sub | statistical and econometric applications |
| topic | Econometrische modellen gtt Matrices Matrices gtt Statistiek gtt Statistique mathématique Statistik Mathematical statistics Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd Statistik (DE-588)4056995-0 gnd Matrizenrechnung (DE-588)4126963-9 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Econometrische modellen Matrices Statistiek Statistique mathématique Statistik Mathematical statistics Maximum-Likelihood-Schätzung Matrizenrechnung Ökonometrie |
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