You might also like

More about Generalized Vectorization, Cross-Products, and Matrix Calculus

• Book details
• Synopsis
• Trending among others

You get 147 loyalty points

Book 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.

Book details

Book category Books in English Economics, finance, business & management Economics Econometrics

• Full title: Generalized Vectorization, Cross-Products, and Matrix Calculus
• Author: Darrell A. Turkington
• Language: English
• Binding: Paperback
• Number of pages: 280
• EAN: 9781107448728
• ISBN: 1107448727
• ID: 04768038
• Publisher: Cambridge University Press
• Weight: 38 g
• Dimensions: 229 × 156 × 16 mm
• Date of publishing: 26. June 2014

Trending among others

---

---

---