The Resource Matrix calculus and zeroone matrices : statistical and econometric applications, Darrell A. Turkington, (electronic resource)
Matrix calculus and zeroone matrices : statistical and econometric applications, Darrell A. Turkington, (electronic resource)
Resource Information
The item Matrix calculus and zeroone matrices : statistical and econometric applications, Darrell A. Turkington, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Matrix calculus and zeroone matrices : statistical and econometric applications, Darrell A. Turkington, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
 Summary
 This 2002 book presents the reader with mathematical tools taken from matrix calculus and zeroone 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. Wellknown zeroone 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 CramerRao 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.
 Language
 eng
 Extent
 1 online resource (xi, 206 pages)
 Contents

 Generalized Vec and Devec Operators
 Triangular Matrices and Band Matrices
 ZeroOne Matrices
 Selection Matrices and Permutation Matrices
 The Commutation Matrix and Generalized Vecs and Devecs of the Commutation Matrix
 Elimination Matrices L, L
 Duplication Matrices D, L
 Results Concerning ZeroOne Matrices Associated with an n x n Matrix
 Shifting Matrices
 Matrix Calculus
 Classical Statistical Procedures
 Some Simple Matrix Calculus Results
 Matrix Calculus and ZeroOne Matrices
 The Chain Rule and the Product Rule for Matrix Calculus
 Rules for Vecs of Matrices
 Rules Developed from the Properties of K[subscript Gn], K[superscript [tau subscript n subscript Gn], and K[superscript [tau subscript n subscript nG]
 Rules for Scalar Functions of a Matrix
 Tables of Results
 LinearRegression Models
 The Basic LinearRegression Model
 The LinearRegression Model with Autoregressive Disturbances
 The Score Vector, the Information Matrix, and the CramerRao Lower Bound
 LinearRegression Model with MovingAverage Disturbances
 Probability Limits Associated with the Information Matrix for the Autoregressive Disturbances Model
 Probability Limits Associated with the Information Matrix for the MovingAverage Disturbances Model
 Seemingly Unrelated Regression Equations Models
 Maximum Likelihood Estimators and Test Procedures
 Nuisance Parameters
 Differentiation and Asymptotics
 Elements of Matrix Algebra
 Kronecker Products
 The Vec and the Devec Operators
 Isbn
 9780511528460
 Label
 Matrix calculus and zeroone matrices : statistical and econometric applications
 Title
 Matrix calculus and zeroone matrices
 Title remainder
 statistical and econometric applications
 Statement of responsibility
 Darrell A. Turkington
 Title variation
 Matrix Calculus & ZeroOne Matrices
 Language
 eng
 Summary
 This 2002 book presents the reader with mathematical tools taken from matrix calculus and zeroone 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. Wellknown zeroone 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 CramerRao 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.
 Assigning source
 Provided by publisher
 Cataloging source
 UkCbUP
 http://library.link/vocab/creatorName
 Turkington, Darrell A
 Index
 index present
 Literary form
 non fiction
 Nature of contents
 dictionaries
 Series statement
 Cambridge Social Sciences eBooks
 http://library.link/vocab/subjectName

 Matrices
 Mathematical statistics
 Label
 Matrix calculus and zeroone matrices : statistical and econometric applications, Darrell A. Turkington, (electronic resource)
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents

 Generalized Vec and Devec Operators
 Triangular Matrices and Band Matrices
 ZeroOne Matrices
 Selection Matrices and Permutation Matrices
 The Commutation Matrix and Generalized Vecs and Devecs of the Commutation Matrix
 Elimination Matrices L, L
 Duplication Matrices D, L
 Results Concerning ZeroOne Matrices Associated with an n x n Matrix
 Shifting Matrices
 Matrix Calculus
 Classical Statistical Procedures
 Some Simple Matrix Calculus Results
 Matrix Calculus and ZeroOne Matrices
 The Chain Rule and the Product Rule for Matrix Calculus
 Rules for Vecs of Matrices
 Rules Developed from the Properties of K[subscript Gn], K[superscript [tau subscript n subscript Gn], and K[superscript [tau subscript n subscript nG]
 Rules for Scalar Functions of a Matrix
 Tables of Results
 LinearRegression Models
 The Basic LinearRegression Model
 The LinearRegression Model with Autoregressive Disturbances
 The Score Vector, the Information Matrix, and the CramerRao Lower Bound
 LinearRegression Model with MovingAverage Disturbances
 Probability Limits Associated with the Information Matrix for the Autoregressive Disturbances Model
 Probability Limits Associated with the Information Matrix for the MovingAverage Disturbances Model
 Seemingly Unrelated Regression Equations Models
 Maximum Likelihood Estimators and Test Procedures
 Nuisance Parameters
 Differentiation and Asymptotics
 Elements of Matrix Algebra
 Kronecker Products
 The Vec and the Devec Operators
 Control code
 CR9780511528460
 Dimensions
 unknown
 Extent
 1 online resource (xi, 206 pages)
 Form of item
 online
 Governing access note
 Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, noncommercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
 Isbn
 9780511528460
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other physical details
 digital, PDF file(s).
 Specific material designation
 remote
 System control number
 (OCoLC)708565275
 Label
 Matrix calculus and zeroone matrices : statistical and econometric applications, Darrell A. Turkington, (electronic resource)
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents

 Generalized Vec and Devec Operators
 Triangular Matrices and Band Matrices
 ZeroOne Matrices
 Selection Matrices and Permutation Matrices
 The Commutation Matrix and Generalized Vecs and Devecs of the Commutation Matrix
 Elimination Matrices L, L
 Duplication Matrices D, L
 Results Concerning ZeroOne Matrices Associated with an n x n Matrix
 Shifting Matrices
 Matrix Calculus
 Classical Statistical Procedures
 Some Simple Matrix Calculus Results
 Matrix Calculus and ZeroOne Matrices
 The Chain Rule and the Product Rule for Matrix Calculus
 Rules for Vecs of Matrices
 Rules Developed from the Properties of K[subscript Gn], K[superscript [tau subscript n subscript Gn], and K[superscript [tau subscript n subscript nG]
 Rules for Scalar Functions of a Matrix
 Tables of Results
 LinearRegression Models
 The Basic LinearRegression Model
 The LinearRegression Model with Autoregressive Disturbances
 The Score Vector, the Information Matrix, and the CramerRao Lower Bound
 LinearRegression Model with MovingAverage Disturbances
 Probability Limits Associated with the Information Matrix for the Autoregressive Disturbances Model
 Probability Limits Associated with the Information Matrix for the MovingAverage Disturbances Model
 Seemingly Unrelated Regression Equations Models
 Maximum Likelihood Estimators and Test Procedures
 Nuisance Parameters
 Differentiation and Asymptotics
 Elements of Matrix Algebra
 Kronecker Products
 The Vec and the Devec Operators
 Control code
 CR9780511528460
 Dimensions
 unknown
 Extent
 1 online resource (xi, 206 pages)
 Form of item
 online
 Governing access note
 Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, noncommercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
 Isbn
 9780511528460
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other physical details
 digital, PDF file(s).
 Specific material designation
 remote
 System control number
 (OCoLC)708565275
Library Links
Embed
Settings
Select options that apply then copy and paste the RDF/HTML data fragment to include in your application
Embed this data in a secure (HTTPS) page:
Layout options:
Include data citation:
<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.eui.eu/portal/Matrixcalculusandzeroonematrices/iTkEWRNDdrU/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Matrixcalculusandzeroonematrices/iTkEWRNDdrU/">Matrix calculus and zeroone matrices : statistical and econometric applications, Darrell A. Turkington, (electronic resource)</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
Note: Adjust the width and height settings defined in the RDF/HTML code fragment to best match your requirements
Preview
Cite Data  Experimental
Data Citation of the Item Matrix calculus and zeroone matrices : statistical and econometric applications, Darrell A. Turkington, (electronic resource)
Copy and paste the following RDF/HTML data fragment to cite this resource
<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.eui.eu/portal/Matrixcalculusandzeroonematrices/iTkEWRNDdrU/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Matrixcalculusandzeroonematrices/iTkEWRNDdrU/">Matrix calculus and zeroone matrices : statistical and econometric applications, Darrell A. Turkington, (electronic resource)</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>