Name: Generalized Vectorization, Cross-Products, and Matrix Calculus (en Inglés)
Price: 82520.00 CLP
Availability: InStock
Author: Darrell A. Turkington
ISBN: 9781107448728

portada Generalized Vectorization, Cross-Products, and Matrix Calculus (en Inglés)

Formato

Libro Físico

Editorial

Cambridge University Press

Autor

Darrell A. Turkington

Año

2014

Idioma

Inglés

N° páginas

280

Encuadernación

Tapa Blanda

ISBN13

9781107448728

Categorías

Econometría

Generalized Vectorization, Cross-Products, and Matrix Calculus (en Inglés)

Darrell A. Turkington (Autor) · Cambridge University Press · Tapa Blanda

Libro Nuevo

$ 82.520

$ 126.960

Ahorras: $ 44.440

35% descuento

Envío normal

Origen: España (Costos de importación incluídos en el precio)

Se enviará desde nuestra bodega entre el Jueves 23 de Mayo y el Jueves 30 de Mayo.

Lo recibirás en cualquier lugar de Chile entre 1 y 3 días hábiles luego del envío.

Reseña del libro "Generalized Vectorization, Cross-Products, and Matrix Calculus (en Inglés)"

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.