Matrix Calculus And Zero-one Matrices Statistical And Econometric Applications

This book demonstrates how mathematical tools taken from matrix calculations and zero-one matrices greatly facilitate the application of classical statistical procedures to econometric models. The score vector, information matrix, and the Cramer-Rao 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.Turkington, Darrell A. is the author of 'Matrix Calculus And Zero-one Matrices Statistical And Econometric Applications', published 2006 under ISBN 9780521022453 and ISBN 0521022452.