Crash Course in Matrix Algebra

A Refresher on Matrix Algebra for Econometricians with Implementation in R
Author

Sven Otto

Published

October 10, 2023

Welcome

Due to the multivariate character of many econometric topics, matrix algebra is a commonly used tool in modern econometrics. It provides a powerful and efficient framework for representing and manipulating systems of linear equations. This short lecture note series provides a brief introduction to the most relevant matrix algebra concepts for econometricians and their implementation in R.

To learn R or refresh your skills, please check out my tutorial Getting Started With R.

Accompanying R scripts

All R codes of the different sections can be found here:

Comments

Feedback is welcome. If you notice any typos or issues, please report them on GitHub or email me at sven.otto@uni-koeln.de.