This 2002 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.
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Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.
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Hardcover. Zustand: new. Hardcover. This presents the reader with mathematical tools taken from matrix calculus and zero-one matrices and demonstrates how these tools facilitate the application of classical statistical procedures to econometric models. The matrix calculus results are derived from basic rules which are generalizations of the rules of ordinary calculus. These results are summarized in a table. Well-known zero-one matrices together with some new ones are defined, their mathematical roles explained and their properties presented. The basic building blocks of classical statistics, namely, the score vector, the information matrix and the Cramer-Rao lower bound, are obtained for a sequence of linear econometric models of statistical complexity. From these interactive interpretations of maximum likelihood estimators are obtained linking them with efficient econometric estimators. Classical test statistics are also derived and compared for hypotheses of interest. This book presents the reader with mathematical tools drawn from matrix calculus and zero-one matrices and demonstrates how the use of their tools facilitates such applications in a sequence of linear econometric models of increasing statistical complexity. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verkäufers 9780521807883
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