Generalized Vectorization, Cross-Products, and Matrix Calculus

Informationen zum Autor Darrell A. Turkington is a Professor of Economics at the University of Western Australia. His numerous publications include articles in leading international journals such as the Journal of the American Statistical Association, the International Economic Review and the Journal of Econometrics. He is also the author of Instrumental Variables (Cambridge University Press, 1985, with Roger J. Bowden), Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications (Cambridge University Press, 2002) and Mathematical Tools for Economics (2007). Professor Turkington received his Ph.D. in theoretical economics from the University of California, Berkeley. Klappentext This book studies the mathematics behind matrix calculus and the applications of matrix calculus in statistics and econometrics. Zusammenfassung Matrix calculus is an efficient procedure for obtaining many derivatives at once! used in statistics and econometrics. This book studies different concepts of matrix derivatives and a particular brand of mathematics behind matrix calculus! including special matrices whose elements are all zero or one. Inhaltsverzeichnis 1. Mathematical prerequisites; 2. Zero-one matrices; 3. Elimination and duplication matrices; 4. Matrix calculus; 5. New matrix calculus results; 6. Applications.

Product details

• Authors: Darrell A. Turkington, Darrell A. (University of Western Aust Turkington, Darrell A. (University of Western Australia Turkington, Turkington Darrell A.
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Paperback / Softback
• Released: 26.06.2014
• EAN: 9781107448728
• ISBN: 978-1-107-44872-8
• No. of pages: 280
• Subjects: Social sciences, law, business > Business > Miscellaneous; Calculus, COMPUTERS / Computer Science, BUSINESS & ECONOMICS / Econometrics, computer science, Economic statistics, Econometrics, Econometrics and economic statistics