中级计量经济学：Econometrics II Microeconometrics.pdf

该文档是极速PDF编辑器生成， 如果想去掉该提示,请访问并下载： / Econometrics II: Microeconometrics Econometric Analysis of Cross-section and Panel data Models and some extensions1 1 These slides strongly rely on (and some parts are taken directly from): Book I: J. Wooldridge: Introductory Econometrics: A Modern Approach , South-Western Book II: J. Wooldridge: Econometric Analysis of Cross Section and Panel Data , MIT Press Ùë (SIB,SUIBE neotaoism@) Econometrics II: Microeconometrics 2013-08-21 1 / 31 Contents 1 Concepts Definitions Matrix Operations Rank of a Matrix 2 Special Functions of Quadratic Matrices Trace of a Matrix Determinant 3 Basic matrix algebra Heteroscedasticity Ùë (SIB,SUIBE neotaoism@) Econometrics II: Microeconometrics 2013-08-21 2 / 31 Definitions A matrix is a rectangular array of numbers. Here we consider only real numbers. If the matrix has n rows and m columns, we say that the matrix is of dimension (n ×m). We denote matrices by capital bold letters:   a11 a12 a1m   a21 a22 a2m A = (A ) = (a ) = 