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  3. Matrix Algebra
  • Cited by 341
Publisher:
Cambridge University Press
Online publication date:
June 2012
Print publication year:
2005
Online ISBN:
9780511810800
DOI:
https://doi.org/10.1017/CBO9780511810800
Subjects:
Economics, Econometrics and Mathematical Methods, Statistical Theory and Methods, Statistics and Probability
Series:
Econometric Exercises (1)
Information

Book description

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.

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.'

Source: Zentralblatt MATH

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