Generalized Vectorization, Cross-Products, and Matrix Calculus
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.
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Produktdetails
- ISBN: 978-1-107-44872-8
- EAN: 9781107448728
- Produktnummer: 16510546
- Verlag: Cambridge University Press
- Sprache: Englisch
- Erscheinungsjahr: 2014
- Seitenangabe: 280 S.
- Masse: H22.9 cm x B15.2 cm x D1.5 cm 410 g
- Abbildungen: Paperback
- Gewicht: 410
Über den 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.
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