Econometric Exercises

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VOLUME 01 — Matrix Algebra (by Karim Abadir and Jan Magnus) (June 2005)
1. Vectors
2. Matrices
3. Vector spaces
4. Rank, inverse, and determinant
5. Partitioned matrices
6. Systems of equations
7. Eigenvalues, eigenvectors, and factorizations
8. Positive (semi)definite and idempotent matrices
9. Matrix functions
10. Kronecker product, vec-operator, and Moore-Penrose inverse
11. Patterned matrices: Commutations, and duplication matrix
12. Matrix inequalities
13. Matrix calculus
Appendix A: Some mathematical tools
Appendix B: Notation