Book Details :
Title : Matrix Algebra (Econometric Exercises)
Author : Karim M. Abadir, Jan R. Magnus
Hardcover : 464 pages
Publisher : Cambridge University Press (August 22, 2005)
Language : English
ISBN-10 : 0521822890
ISBN-13 : 978-0521822893
Size : 2.03 MB.
Type : Pdf.
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Book Description :

The past two decades have seen econometrics grow into a vast discipline. Many different branches of the subject now happily coexist with one another. These branches interweave econometric theory and empirical applications, and bring econometric method to bear on a myriad of economic issues. Against this background, a guided treatment of the modern subject of econometrics in a of volumes of worked econometric exercises seemed a natural and rather challenging idea.

The present Series, Econometric Exercises, was conceived in 1995 with this challenge in mind. Now, almost a decade later it has become an exciting reality with the publication of the first installment of a series of volumes of worked econometric exercises. How can these
volumes work as a tool of learning that adds value to the many existing textbooks of econometrics? What readers do we have in mind as benefiting from this Series? What format best suits the objective of helping these readers learn, practice, and teach econometrics? These questions we now address, starting with our overall goals for the Series.

Econometric Exercises is published as an organized set of volumes. Each volume in the Series provides a coherent sequence of exercises in a specific field or subfield of econometrics. Solved exercises are assembled together in a structured and logical pedagogical framework that seeks to develop the subject matter of the field from its foundations through to its empirical applications and advanced reaches. As the Schaum Series has done so successfully for mathematics, the overall goal of Econometric Exercises is to develop the subject matter of econometrics through solved exercises, providing a coverage of the subject that begins at an introductory level and moves through to more advanced undergraduate and graduate level material.
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Matrix Algebra is the first volume of the Econometric Exercises Series. It contains exercises relating to course material in matric algebra that students are exoected 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.

About author :

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.