Articles liés à Generalized Vectorization, Cross-Products, and Matrix...

Generalized Vectorization, Cross-Products, and Matrix Calculus - Couverture rigide

Turkington, Darrell A.

 
9781107032002: Generalized Vectorization, Cross-Products, and Matrix Calculus
Couverture rigide
ISBN 10 : 1107032008 ISBN 13 : 9781107032002
Editeur : Cambridge University Press, 2013

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2013
Langue
anglais
ISBN 10 
1107032008
ISBN 13 
9781107032002
Reliure
Relié
Nombre de pages
275
Coordonnées du fabricant
Cambridge University Press
https://www.cambridge.org/

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