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1.

図書

図書
Michael Pokorny
出版情報: Oxford, [Oxfordshire] : B. Blackwell, 1987  xi, 436 p. ; 23 cm
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2.

図書

図書
A.C. Harvey
出版情報: Oxford : Philip Allan, 1981  xi, 384 p. ; 24 cm
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3.

図書

図書
John Denis Sargan ; edited with an introduction by Esfandiar Maasoumi
出版情報: Cambridge ; New York : Cambridge University Press, 1988  2 v. ; 24 cm
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4.

図書

図書
Takeshi Amemiya
出版情報: Oxford : Basil Blackwell, 1986, c1985  vi, 521 p. ; 24 cm
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目次情報: 続きを見る
Classical Least Squares Theory / 1:
Recent Developments in Regression Analysis / 2:
Large Sample Theory / 3:
Asymptotic Properties of Extremum Estimators / 4:
Time Series Analysis / 5:
Generalized Least Squares Theory / 6:
Linear Simultaneous Equations Models / 7:
Nonlinear Simultaneous Equations Models / 8:
Qualitative Response Models / 9:
Tobit Models / 10:
Markov Chain and Duration Models / 11:
Useful Theorems in Matrix Analysis / Appendix 1:
Distribution Theory / Appendix 2:
Notes
References
Name Index
Subject Index
Classical Least Squares Theory / 1:
Recent Developments in Regression Analysis / 2:
Large Sample Theory / 3:
5.

図書

図書
David A. Katz
出版情報: Englewood Cliffs, N.J. : Prentice-Hall, c1982  viii, 280 p. ; 24 cm
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6.

図書

図書
Jan R. Magnus and Heinz Neudecker
出版情報: Chichester [West Sussex] ; New York : Wiley, c1988  xvii, 393 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Applied probability and statistics
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目次情報: 続きを見る
Matrices
Basic Properties of Vectors and Matrices
Kronecker Products, the Vec-Operator, and the Moore-Penrose Inverse
Miscellaneous Matrix Results
Differentials: The Theory
Mathematical Preliminaries
Differentials and Differentiability
The Second Differential
Static Optimization
Differentials: The Practice
Some Important Differentials
First-Order Differentials and Jacobian Matrices
Second-Order Differentials and Hessian Matrices
Inequalities
The Linear Model
Statistical Preliminaries
The Linear Regression Model
Further Topics in the Linear Model
Applications To Maximum Likelihood Estimation
Maximum Likelihood Estimation
Simultaneous Equations
Topics in Psychometrics
Index
Matrices
Basic Properties of Vectors and Matrices
Kronecker Products, the Vec-Operator, and the Moore-Penrose Inverse
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