Matrix methods for econometric research

Neudecker, Heinz (1967). Matrix methods for econometric research. University of Birmingham. Ph.D.

Preview

Neudecker1967PhD.pdf Text - Accepted Version Available under License All rights reserved. Download (19MB) | Preview

Abstract

This thesis consists of two parts. The first part is a selfcontained survey of matrix methods relevant for econometric research. It consists of four chapters, the most important of which is the fourth. The other chapters are introductory and to a large extent standard. (There are perhaps two non-standard elements: the Kronecker matrix product which plays such a vital role in modern econometrics, and the matrix series). The fourth chapter deals with the interplay of matrices and differential calculus. Its aim is to suppress as much as is possible of the matrix elements when applying differential calculus to matrices. A series of basic theorems is being established.
A varied collection of examples illustrates the methods. They are taken from current econometric literature. A comparison of the procedures used in this thesis, and the traditional procedures is not carried out, in order to safe clarity.
The second part of the thesis consists of eight reprints of articles, (co-)written by the author. The majority of them are connected with matrix methods, some more than the others. Apart from matrix methods, they cover fields of research like consumption theory, business tests, input-output analysis, spatial equilibrium analysis.

Type of Work:	Thesis (Doctorates > Ph.D.)
Award Type:	Doctorates > Ph.D.
Licence:	All rights reserved
College/Faculty:	Faculties (to 1997) > Faculty of Commerce and Social Sciences
School or Department:	Faculty of Commerce and Social Sciences
Funders:	None/not applicable
Subjects:	H Social Sciences > HB Economic Theory
URI:	http://etheses.bham.ac.uk/id/eprint/13211

Actions

	Request a Correction
	View Item

Downloads