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  • © 2000

Innovations in Multivariate Statistical Analysis

A Festschrift for Heinz Neudecker

Part of the book series: Advanced Studies in Theoretical and Applied Econometrics (ASTA, volume 36)

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Table of contents (20 chapters)

  1. Front Matter

    Pages i-xiii
  2. Matrix Inequality Applications in Econometrics

    • Paul Bekker, Tom Wansbeek
    Pages 51-66
  3. Utility Maximisation and Mode of Payment

    • Ruud H. Koning, Geert Ridder
    Pages 117-136
  4. Least-Squares Autoregression with Near-unit Root

    • Jan R. Magnus, Thomas J. Rothenberg
    Pages 157-173
  5. S-Ancillarity and Strong Exogeneity

    • H. Peter Boswijk
    Pages 201-205
  6. On a Fisher—Cornish Type Expansion of Wishart Matrices

    • D. G. Nel, P. C. N. Groenewald
    Pages 223-232
  7. Matrix Methods for Solving Nonlinear Dynamic Optimisation Models

    • Hans M. Amman, David A. Kendrick
    Pages 257-276

About this book

The three decades which have followed the publication of Heinz Neudecker's seminal paper `Some Theorems on Matrix Differentiation with Special Reference to Kronecker Products' in the Journal of the American Statistical Association (1969) have witnessed the growing influence of matrix analysis in many scientific disciplines. Amongst these are the disciplines to which Neudecker has contributed directly - namely econometrics, economics, psychometrics and multivariate analysis.
This book aims to illustrate how powerful the tools of matrix analysis have become as weapons in the statistician's armoury. The majority of its chapters are concerned primarily with theoretical innovations, but all of them have applications in view, and some of them contain extensive illustrations of the applied techniques.
This book will provide research workers and graduate students with a cross-section of innovative work in the fields of matrix methods and multivariate statistical analysis. It should be of interest to students and practitioners in a wide range of subjects which rely upon modern methods of statistical analysis.
The contributors to the book are themselves practitioners of a wide range of subjects including econometrics, psychometrics, educational statistics, computation methods and electrical engineering, but they find a common ground in the methods which are represented in the book. It is envisaged that the book will serve as an important work of reference and as a source of inspiration for some years to come.

Editors and Affiliations

  • Department of Econometrics, University of Amsterdam, The Netherlands

    R. D. H. Heijmans

  • Department of Economics, Queen Mary College, University of London, UK

    D. S. G. Pollock

  • Departament d’Economia i Empresa, Universitat Pompeu Fabra, Spain

    A. Satorra

Bibliographic Information

Buy it now

Buying options

eBook USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access