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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

4The Least Squares Solution

4.1 Linear Dependence and Rank

Think of a matrix images (images as an ordered collection of columns. Write a partitioned representation in the form

images

where for images the images are images‐vectors. Also let

images

and so consider the images‐vector

The product images can be viewed as a weighted sum of the columns of images, with scalar weights given by the elements .

Now collect some important definitions.

  1. Consider the collection ...
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Publisher Resources

ISBN: 9781119484882Purchase book