This book present the reader with mathematical tools taken from matrix calculus and zero-one matrices and demonstrates how these tools greatly facilitate how these tools greatly facilitate the application of classical statistical procedures to econometric models.
The matrix calculus. These results are summarized in a useful table. Well known zero-one matrices, together with some new ones, are defined, their mathematical roles explaned, and their useful properties presinted.
1. Classi cal Statistical Procedures
2. Elements of Matrix Algebra
3. Zero-One Matrices
4. Matrix Calculus
5. Linear-Regression Models
6. Seemingly Unurelated Regression Equations Models
7. Linear Simultaneous Equations Models