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Generalized Vectorization, Cross-Products, And Matrix Calculus

Turkington, Darrell A.

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ISBN 10: 1107032008 / ISBN 13: 9781107032002
Verlag: Cambridge University Press, New York, 2013
Gebraucht Zustand: Very Good Hardcover
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Beschreibung

No dust jacket. Hardcover. Boards have one or two very minor surface scratches. Binding is sound and pages are tight, bright and clean throughout. Contents are clear. AF. Buchnummer des Verkäufers 285120

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Bibliografische Details

Titel: Generalized Vectorization, Cross-Products, ...

Verlag: Cambridge University Press, New York

Erscheinungsdatum: 2013

Einband: Hardcover

Zustand:Very Good

Zustand des Schutzumschlags: No Dust Jacket

Art des Buches: Used

Über diesen Titel

Inhaltsangabe:

This book presents the reader with new operators and matrices that arise in the area of matrix calculus. The properties of these mathematical concepts are investigated and linked with zero-one matrices such as the commutation matrix. Elimination and duplication matrices are revisited and partitioned into submatrices. Studying the properties of these submatrices facilitates achieving new results for the original matrices themselves. Different concepts of matrix derivatives are presented and transformation principles linking these concepts are obtained. One of these concepts is used to derive new matrix calculus results, some involving the new operators and others the derivatives of the operators themselves. The last chapter contains applications of matrix calculus, including optimization, differentiation of log-likelihood functions, iterative interpretations of maximum likelihood estimators and a Lagrangian multiplier test for endogeneity.

Rezension:

'A very neat treatment of matrix calculus. There is no doubt that the new operators and matrices presented in the book will see their applications in many areas of econometrics.' Yong Bao, Purdue University

'This book is very clearly written in a text style that conveys what needs to be said with no superfluous discussion. It represents a substantial contribution to our understanding of a difficult area. It is a beautiful book, and destined to become a classic.' Ross Maller, Australian National University

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