Matrix Algebra

Econometric Exercices 1

Karim M. Abadir, Jan R. Magnus

434 pages, parution le 25/10/2005

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Résumé

Matrix Algebra is the first volume of the Econometric Exercises Series. It contains exercises relating to course material in matrix algebra that students are expected to know while enrolled in an (advanced) undergraduate or a postgraduate course in econometrics or statistics. The book contains a comprehensive collection of exercises, all with full answers. But the book is not just a collection of exercises; in fact, it is a textbook, though one that is organized in a completely different manner than the usual textbook. The volume can be used either as a self-contained course in matrix algebra or as a supplementary text.

Only text that is devoted to solved examples in matrix algebra
Nearly 400 pages of solved problems
Can be used either as a self-contained course in matrix algebra or as a supplementary text

Sommaire

List of Exercices
Preface to the series
Preface
Vectors
Matrices
Vector spaces
Rank, inverse, and determinant
Partitioned matrices
Systems of equations
Eigenvalues, eigenvectors, and factorizations
Positive (semi)definite and idempotent matrices
Matrix Functions
Kronecker product, vec-operator, and Moore-Penrose inverse
Patterned matrices: commutation- and duplication matrix
Matrix inequalities
Matrix calculus
Appendix A: Some mathematical tools
Appendix B: Notation
Bibliography
Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Cambridge University Press
Auteur(s)	Karim M. Abadir, Jan R. Magnus
Parution	25/10/2005
Nb. de pages	434
Format	17 x 24,5
Couverture	Broché
Poids	775g
Intérieur	Noir et Blanc
EAN13	9780521537469
ISBN13	978-0-521-53746-9