My Account
Log in Registration
All
Cart
Highlights
Fiction Books
Non-Fiction Books
Children's Books
Rare Books
Music
DVD & Blu-Ray
Video Games
Category
Wishlists
Cart
All
Free Shipping in the UK
Trustpilot
Proud to be B-Corp

Generalized Vectorization, Cross-Products, and Matrix Calculus Darrell A. Turkington (University of Western Australia, Perth)

Generalized Vectorization, Cross-Products, and Matrix Calculus By Darrell A. Turkington (University of Western Australia, Perth)

Generalized Vectorization, Cross-Products, and Matrix Calculus by Darrell A. Turkington (University of Western Australia, Perth)

Reviews:
£33.49
Condition - New
Only 2 left
New

Summary

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.

Generalized Vectorization, Cross-Products, and Matrix Calculus Summary

Generalized Vectorization, Cross-Products, and Matrix Calculus by Darrell A. Turkington (University of Western Australia, Perth)

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.

Generalized Vectorization, Cross-Products, and Matrix Calculus Reviews

'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

About Darrell A. Turkington (University of Western Australia, Perth)

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.

Table of Contents

1. Mathematical prerequisites; 2. Zero-one matrices; 3. Elimination and duplication matrices; 4. Matrix calculus; 5. New matrix calculus results; 6. Applications.

Additional information

NLS9781107448728
9781107448728
1107448727
Generalized Vectorization, Cross-Products, and Matrix Calculus by Darrell A. Turkington (University of Western Australia, Perth)
Darrell A. Turkington (University of Western Australia, Perth)
New
Paperback
Cambridge University Press
2014-06-26
280
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a new book - be the first to read this copy. With untouched pages and a perfect binding, your brand new copy is ready to be opened for the first time

Customer Reviews - Generalized Vectorization, Cross-Products, and Matrix Calculus