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The three decades which have followed the publication of Heinz Neudecker's seminal paper `Some Theorems on Matrix Differentiation with Special Reference to Kronecker Products' in the Journal of the American Statistical Association (1969) have witnessed the growing influence of matrix analysis in many scientific disciplines. Amongst these are the disciplines to which Neudecker has contributed directly - namely econometrics, economics, psychometrics and multivariate analysis. This book aims to illustrate how powerful the tools of matrix analysis have become as weapons in the statistician's armoury. The majority of its chapters are concerned primarily with theoretical innovations, but all of th...
Serves as a bridge between elementary and specialized statistics, with exercises that are fully solved and systematically built up.
In the autumn of 1961 Jan Salomon ('Mars') Cramer was appointed to the newly established chair of econometrics at the University of Amsterdam. This volume is published to commemorate this event. It is well-known how much econometrics has developed over the period under consideration, the 25 years that elapsed between 1961 and 1986. This is specifically true for the areas in which Cramer has been actively interested. We mention the theory and measurement of consumer behaviour; money and income; regression, correla tion and forecasting. In the present volume this development will be high lighted. Sixteen contributions have been sollicited from scholars all over the world who have belonged to t...
This book shows how to model the spatial interactions between actors that are at the heart of the social sciences.
Vols. 1-4 include material to June 1, 1929.