Matrix Algebra: 1 (Econometric Exercises, Series Number 1)

Matrix Algebra: 1 (Econometric Exercises, Series Number 1)

by Karim Abadir (Author)

Synopsis

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.

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More Information

Format: Illustrated
Pages: 466
Edition: Illustrated
Publisher: Cambridge University Press
Published: 22 Aug 2005

ISBN 10: 0521537460
ISBN 13: 9780521537469
Book Overview: A stand-alone textbook in matrix algebra for econometricians and statisticians - advanced undergraduates, postgraduates and teachers.

Media Reviews
'These authors have achieved the remarkable feat of writing a textbook of matrix algebra cunningly concealed as a structured sequence of exercises and worked answers. The book should prove popular with students intent on teaching themselves and with instructors who wish to set challenging and educative exercises. Recommended unequivocally to all parties.' Dr Stephen Pollock, Queen Mary College
'Useful as a text or reference, it is clearly written and very thorough. Besides basic topics, excellent treatment of matrix inequalities, vectorization, and matrix calculus. It belongs on every econometricians's bookshelf.' Professor Peter Schmidt, Michigan State University
'Matrix Algebra can be recommended to teachers and graduate students in all fields of mathematics.' Zentralblatt MATH
This collection of exercises in matrix algebra is useful as a text or a reference. It is clearly written and very thorough in its coverage of results used in econometrics. Besides basic topics, it has an excellent treatment of matrix inequalities, vectorization, and matrix calculus. It belongs on every econometrician's bookshelf. -Peter Schmidt, Michigan State University
Author Bio
Karim Abadir has held a joint Chair since 1996 in the Department of Mathematics and Economics at the University of York, where he has been the founder and director of various degree programs. He has also taught at the American University in Cairo, the University of Oxford, and the University of Exeter. He became an Extramural Fellow at CentER (Tilburg University) in 1993. Professor Abadir is a holder of two Econometric Theory awards, and has authored many articles in top journals, including the Annals of Statistics, Econometric Theory, Econometrica, and the Journal of Physics. He is Coordinating Editor (and one of the founding editors) of the Econometrics Journal, and Associate Editor of Econometric Reviews, Econometric Theory, Journal of Financial Econometrics, and Portuguese Economic Journal. He is a Fellow of the Royal Statistical Society. Jan Magnus is Professor of Econometrics, CentER and Department of Econometrics and Operations Research, Tilburg University, The Netherlands. He has also taught at the University of Amsterdam, The University of British Columbia, The London School of Economics, The University of Montreal, and The European University Institute among other places. His books include Matrix Differential Calculus (with H. Neudecker), Linear Structures, Methodology and Tacit Knowledge (with M. S. Morgan), and Econometrics: A First Course (in Russian with P. K. Katyshev and A. A. Peresetsky). Professor Magnus has written numerous articles in the leading journals, including Econometrica, The Annals of Statistics, The Journal of the American Statistical Association, Journal of Econometrics, Linear Algebra and Its Applications, and The Review of Income and Wealth. He is a Fellow of the Journal of Econometrics, holder of the Econometric Theory Award, and associate editor of The Journal of Economic Methodology, Computational Statistics and Data Analysis, and the Journal of Multivariate Analysis.