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An Introduction to Econometric Theory
book

An Introduction to Econometric Theory

by James Davidson
October 2018
Beginner content levelBeginner
250 pages
12h 14m
English
Wiley
Content preview from An Introduction to Econometric Theory

DThe Generalized Inverse

It is sometimes helpful to know that a concept of matrix inversion exists for matrices that are either singular or non‐square. Where it exists, the Moore‐Penrose inverse of a matrix images (images) is the unique matrix images that satisfies the identities

images

where images (images) and images (images) are both symmetric. If images is a square nonsingular matrix, images fulfils the definition.

The generalized inverse approach complements a number of the ideas in the main text. It is worth taking note of the neat unification of various ...

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Publisher Resources

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