Note for Econometrics-1
  • Introduction
  • Mathematical Review
    • Matrix Calculation
  • Linear Regression
    • Interpretations of Linear Regression
    • Linear Regression When E[XU]=0
    • Properties of LS
    • Measures of Fit
    • Inference on Linear Models
  • Endogeneity
    • Endogeneity
    • Instrumental Variables
    • TSLS Estimator
    • Interpretation Under Heterogeneity
  • Differences in Differences
    • Canonical DID
  • Synthetic Control
  • Nonparametric Method
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  1. Mathematical Review

Matrix Calculation

If A,BA, BA,B are square matrix.

(AB)′=B′A(AB)−1=B−1A−1\begin{aligned} (A B)^{\prime}& =B^{\prime} A \\ (A B)^{-1}& =B^{-1} A^{-1} \end{aligned}(AB)′(AB)−1​=B′A=B−1A−1​
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