Department of Economics
University of Victoria
ECON 545: Econometric Analysis
Matrices: Concepts, Definitions &
Some Basic Results
1.
Concepts and Definitions
Vector
A vector is a set of scalar values, or elements, placed in a particular order, and then
d
Department of Economics
University of Victoria
ECON 545: Econometric Analysis
Statistical Estimation: Concepts, Definitions &
Examples
Population
The population is the collection of values whose characteristics (features) we are
interested in learning abo
Department of Economics
University of Victoria
ECON 545: Econometric Analysis
Arrangements for the Mid-term Test
Fall 2009
Date:
Wednesday 28 October
Time:
Either 6:00 p.m. 8:00 p.m., Harry Hickman Building, 120 (Note the room!)
or 4:00 p.m. 6:00 p.m., Cl
Department of Economics
University of Victoria
ECON 545: Econometric Analysis
Arrangements for the Final Examination
Fall 2009
Date:
Monday 14 December
Time:
10:00 a.m. 1:00 p.m.
Place:
DSB C116
Weight:
This examination counts for 50% of the overall grade
Department of Economics
University of Victoria
ECON 545: Econometric Analysis
Confidence Regions for Regression Coefficients
In this handout we are going to be considering the usual linear regression model, with the full set
of assumptions:
y = X + ;
~ N
Department of Economics
University of Victoria
ECON 545: Econometric Analysis
Fall 2009
Spherical Distributions
In our list of assumptions about the error term in our linear multiple regression model, we
included one that incorporated both homoskedasticit
Department of Economics
University of Victoria
ECON 545: Econometric Analysis
Differentiation With Respect to a Vector
This handout provides some background details for the differentiation results that we use when
deriving the Ordinary Least Squares estim
H
o_w1r M2954 >29
wwmmtmmjoé méknva
nOVHn h.
. .(u.|ual1.u.f.r.h.rri?| . .
411.1.I.U.Iv . .1.
18 3.3- «an. «mwmwi ._ Fred. .
W523? 92MF.%¢: _.> f 3.60%.?» arlmnw OCEP
+0 m9)?" hxomhxaoim MFOnI \ :55 .
9 w n 0 \. mun «sz :rr mrSQ.»
DI Or Than \:)\F N
IHIJH, n- x .
1m 17m W5 m Tma km in 3%
n.
4.79; 32B .916. C903. .m T 9+5 mfsrapm wan. .
\
0,5045 y .wmeo? .33 F914 +4me 09%.h
Cr) V mg
.$0n%.0.®3.¢ \ f 7.0 03: She
mYJxSCcF? +0 0).70 .3301. 3?» ma.
2% 9110 gmmgw Pn.§+& can Pk. Cub w.
8»: on} Smh Fr 9
Department of Economics
University of Victoria
ECON 545: Econometric Analysis
Some Useful Matrix Results
Let A be an (n n) matrix. Then:
A is positive definite if the (scalar) quadratic form, xA x > 0, for all non-zero (n 1) vectors,
x.
(ii)
A is positive