Econometric Theory/Prerequisite

From Wikibooks, open books for an open world
< Econometric Theory(Redirected from Econometric Theory/Linear Algebra)
Jump to: navigation, search

Linear Algebra[edit]

It's assumed that the reader understands basic linear algebra. Throughout this course it is expected that the reader has knowledge of matrix algebra as it will be important knowledge to follow what is called the matrix approach to the linear regression model. All that is covered in the link below.

This is the previous content[edit]

(I want a book entirely written in matrix algebra so that it will be easier to write formulae and is shorter, despite the complexity. I will try to make some contributions to the book Linear Algebra - Whisky Brewer)

(Is it possible to put the Linear Algebra book at the final chapter of this book on econometric theory?)

It's assumed that the reader understands basic linear algebra. however it's of particular usefulness to know about the properties of a very common class of matrix called a Projection Matrix. These matrices are called projection matrices because they have a geometrical interpretation of projecting data from one plane to another. {Insert more on projection matrices} {Define P and Q} {Show the geometrical implication.}

← Statistical Packages

Econometric Theory