Economics and econometrics

Least squares, definiteness and the second-derivative test, linear programming duality and matrix games, Markov chains, and the M-matrices behind an input-output model.

It aims at 11.4 Least Squares and Minimum-Norm Solutions, 14.6 Definiteness and Second Derivatives, 18.6 Linear Programming Duality, 18.7 Matrix Games and the Minimax Theorem, 19.6 Markov Chains, 19.9 M-Matrices.

105 sections to read, of 236. That is everything the proofs of those sections rest on, and nothing else.

133 if you also work the exercises, since a written solution is the proof of its exercise: 28 more sections.

What to read

In reading order. Bold marks a section the path is aimed at; + marks one that only the exercises need. The note beside a section says when the whole path hangs on a single proof citing it.

Preliminaries10 of 10

Vector Spaces9 of 9

Linear Maps5 of 5

Linear Systems and Matrices7 of 7

Matrices of Maps5 of 5

Duality5 of 6

Polynomials7 of 7

Determinants8 of 10

Block Matrices5 of 5

Eigenvalues and Diagonalization11 of 11

Canonical Forms9 of 10

Inner Product Spaces8 of 10

Spectral Theory9 of 11

Positive Matrices and the Singular Value Decomposition6 of 12

Bilinear and Quadratic Forms6 of 12

Norms and Matrix Analysis6 of 8

Variational Principles and Interlacing4 of 11

Convexity6 of 11

Non-negative Matrices7 of 9

What you can skip

131 of the book's 236 sections are not on this path, and skipping them costs you no proof you need.

Not needed at all: Tensors and Exterior Algebra, Perturbation Theory, Matrix Inequalities, Affine and Projective Geometry, Algebras and Representations, Computation and Applications.

Cited in passing by sections on the path — in a statement, a remark or an example, never in a proof — so they are context and not prerequisites: 13.12 Projections Revisited.

Computed from the book's proofs when the book was built, and checked: every result a proof on this path uses is proved by another section on this path. The other paths are listed on the reading paths page.

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The text of this book is licensed under CC BY-NC-SA 4.0.