Bibliography
- Abadir, K.M., Heijmans, R.D.H., and Magnus, J.R. (2019). Statistics, Volume 2 of Econometric Exercises (ed. K.M. Abadir, J.R. Magnus and P.C.B. Phillips). New York: Cambridge University Press.
- Abadir, K.M. and Magnus, J.R. (2005). Matrix Algebra, Volume 1 of Econometric Exercises (ed. K.M. Abadir, J.R. Magnus and P.C.B. Phillips). New York: Cambridge University Press.
- Abdullah, J., H. Neudecker and S. Liu (1992). Problem 92.4.6, Econometric Theory, 8, 584. Solution in Econometric Theory, 9, 703.
- Abrahamse, A.P.J. and Koerts, J. (1971). New estimators of disturbances in regression analysis. Journal of the American Statistical Association 66: 71–74.
- Adachi, K. (2016). Matrix‐based Introduction to Multivariate Data Analysis. Singapore: Springer Nature.
- Aitken, A.C. (1935). On least squares and linear combinations of observations. Proceedings of the Royal Society of Edinburgh, A 55: 42–48.
- Aitken, A.C. (1939). Determinants and Matrices. Edinburgh and London: Oliver and Boyd.
- Albert, A. (1973). The Gauss‐Markov theorem for regression models with possibly singular covariances. SIAM Journal of Applied Mathematics 24: 182–187.
- Amano, T. and Tanigushi, M. (2011). Control variate method for stationary processes. Journal of Econometrics 165: 20–29.
- Amir‐Moéz, A.R. and Fass, A.L. (1962). Elements of Linear Spaces. Oxford: Pergamon Press.
- Anderson, T.W. (1984). An Introduction to Multivariate Statistical Analysis, 2nde. New York: John Wiley.
- Ando, T. (1979). Concavity of certain ...
Get Matrix Differential Calculus with Applications in Statistics and Econometrics, 3rd Edition now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.