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Linear algebra and matrix methods in econometrics

In: Handbook of Econometrics

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  • Theil, Henri

Abstract

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Suggested Citation

  • Theil, Henri, 1983. "Linear algebra and matrix methods in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 1, pages 3-65, Elsevier.
    • Handle: RePEc:eee:ecochp:1-01
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    Citations

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    Cited by:

    1. HENROTTE, Philippe, 2002. "Pricing kernels and dynamic portfolios," HEC Research Papers Series 768, HEC Paris.
    2. Marvin B. Mandell, 1987. "Obtaining Interval Estimates of Policy Impacts From Interrupted Time Series," Evaluation Review, , vol. 11(5), pages 631-659, October.
    3. Tom Wansbeek & Arie Kapteyn, 1992. "Simple Estimators for Dynamic Panel Data Models with Errors in Variables," Palgrave Macmillan Books, in: Ronald Bewley & Tran Hoa (ed.), Contributions to Consumer Demand and Econometrics, chapter 13, pages 238-251, Palgrave Macmillan.
    4. Montes-Rojas Gabriel & Sosa-Escudero Walter & Zincenko Federico, 2020. "Level-Based Estimation of Dynamic Panel Models," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-23, January.
    5. Kyungmin Kim, 2016. "Measuring the Informativeness of Market Statistics," Finance and Economics Discussion Series 2016-076, Board of Governors of the Federal Reserve System (U.S.).
    6. Sarawuth Chesoh & Chamnein Choonpradub & Yupadee Chaisuksan, 2009. "Method for Analyzing Fish Assemblage Distribution with Application to Fishery Landings of Tropical Shallow Lake as Songkhla Lake, Thailand," Modern Applied Science, Canadian Center of Science and Education, vol. 3(5), pages 179-179, May.

    More about this item

    JEL classification:

    • C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other

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