Summary and Info
Matrices are used in many areas such as statistics, econometrics, mathematics, natural sciences and engineering. This handbook provides a collection of numerous results for easy reference in one source, together with a comprehensive dictionary of matrices and related terms. The book is structured and cross-referenced so that specific results and information are easy to locate. References for proofs and computational algorithms are provided.
More About the Author
Helmut Lütkepohl (born 26 July 1951) is a German econometrician specializing in time series analysis. Since January 2012, he is Bundesbank Professor in the field of "Methods of Empirical Economics" at the Free University of Berlin and Dean of the Graduate Center at the German Institute for Economic Research.
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