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MATRIX ALGEBRA, by Karim M. Abadir and Jan R. Magnus, Cambridge University Press, 2005

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  • Otsu, Taisuke

Abstract

This book, Matrix Algebra, is the first volume of the Econometric Exercises series. Other volumes of the series (Statistics [vol. 2], Econometric Theory I [vol. 3], and Empirical Applications [vol. 4]) are to appear in the near future. A variety of planned titles will also follow (e.g., Time Series, Microeconometrics, and Financial Econometrics). Although there have been a few worked-exercise books in econometrics (e.g., Phillips and Wickens, 1978), this series is the first comprehensive exercise series in modern econometrics that covers the materials for advanced undergraduate and graduate econometrics courses. According to the preface, each volume follows the same format. Chapters start with a brief overview, and then exercises and solutions follow. Solutions are provided immediately after the exercise is posed. There is a variety of exercises from proofs and applications of theorems to numerical examples. In this review I discuss only the first volume in the Econometric Exercises series and find it very useful and successful. I expect succeeding volumes in the series to be of similar quality and usefulness, given the overall objectives of the series.

Suggested Citation

  • Otsu, Taisuke, 2006. "MATRIX ALGEBRA, by Karim M. Abadir and Jan R. Magnus, Cambridge University Press, 2005," Econometric Theory, Cambridge University Press, vol. 22(5), pages 968-972, October.
  • Handle: RePEc:cup:etheor:v:22:y:2006:i:05:p:968-972_00
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    Cited by:

    1. Li, Guoqi & Tang, Pei & Meng, Ziyang & Wen, Changyun & Pei, Jing & Shi, Luping, 2018. "Optimization on matrix manifold based on gradient information and its applications in network control," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 481-500.
    2. Eshagh Mansourkiaee & Hussein Moghaddam, 2022. "Econometric Analysis of Residential Sector Gas Demand Elasticities in Gas Exporting Countries," Energy and Environment Research, Canadian Center of Science and Education, vol. 11(2), pages 1-1, December.

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