From e0c6872cf40896c7be36b11dcc744620f10adf1d Mon Sep 17 00:00:00 2001 From: Norbert Preining Date: Mon, 2 Sep 2019 13:46:59 +0900 Subject: Initial commit --- macros/latex/contrib/econometrics/README.txt | 35 +++ macros/latex/contrib/econometrics/econometrics.pdf | Bin 0 -> 199420 bytes macros/latex/contrib/econometrics/econometrics.sty | 264 +++++++++++++++++++++ macros/latex/contrib/econometrics/econometrics.tex | 170 +++++++++++++ 4 files changed, 469 insertions(+) create mode 100644 macros/latex/contrib/econometrics/README.txt create mode 100644 macros/latex/contrib/econometrics/econometrics.pdf create mode 100644 macros/latex/contrib/econometrics/econometrics.sty create mode 100644 macros/latex/contrib/econometrics/econometrics.tex (limited to 'macros/latex/contrib/econometrics') diff --git a/macros/latex/contrib/econometrics/README.txt b/macros/latex/contrib/econometrics/README.txt new file mode 100644 index 0000000000..936de70265 --- /dev/null +++ b/macros/latex/contrib/econometrics/README.txt @@ -0,0 +1,35 @@ +econometrics ~~~~~~~~~~~~~~~~~~~ + +A package that defines some commands that simplify mathematic +notation in economic and econometrics writing. The commands are +related to the notation of +- vectors, matrices, sets, calligraphic and roman letters; +- statistical distributions; +- constants and symbols; +- matrix operators and statistical operators. + +The package is based on "Notation in Econometrics: a proposal +for a standard" by Karim Abadir and Jan R. Magnus, +The Econometrics Journal (2002), 5, 76-90. + +____________________________________________ +Erik Kole, http://people.few.eur.nl/kole +Copyright (c) 2016 by Erik Kole. +All Rights Reserved. + +This work may be distributed and/or modified under the +conditions of the LaTeX Project Public License, either version 1.3 +of this license or (at your option) any later version. +The latest version of this license is in + http://www.latex-project.org/lppl.txt +and version 1.3 or later is part of all distributions of LaTeX +version 2005/12/01 or later. + +This work has the LPPL maintenance status "maintained". + +The Current Maintainer of this work is Erik Kole. + +This work consists of the files econometrics.sty, econometrics.tex and +econometrics.pdf + +This version: 1.0, January 15, 2016 diff --git a/macros/latex/contrib/econometrics/econometrics.pdf b/macros/latex/contrib/econometrics/econometrics.pdf new file mode 100644 index 0000000000..33514097b5 Binary files /dev/null and b/macros/latex/contrib/econometrics/econometrics.pdf differ diff --git a/macros/latex/contrib/econometrics/econometrics.sty b/macros/latex/contrib/econometrics/econometrics.sty new file mode 100644 index 0000000000..ddac497515 --- /dev/null +++ b/macros/latex/contrib/econometrics/econometrics.sty @@ -0,0 +1,264 @@ +% This is the file econometrics.sty. +% This style file underlies the paper +% "Notation in Econometrics: a proposal for a standard" +% by Karim Abadir and Jan R. Magnus, +% The Econometrics Journal (2002), 5, 76-90. +% +% In order to use the new commands in this +% file, the packages amsmath, amssymb, +% and bm should be available. +% +% Copyright (c) 2016 by Erik Kole. +% All Rights Reserved. +% +% This work may be distributed and/or modified under the +% conditions of the LaTeX Project Public License, either version 1.3 +% of this license or (at your option) any later version. +% The latest version of this license is in +% http://www.latex-project.org/lppl.txt +% and version 1.3 or later is part of all distributions of LaTeX +% version 2005/12/01 or later. +% +% This work has the LPPL maintenance status "maintained". +% +% The Current Maintainer of this work is Erik Kole. +% +% This work consists of the files econometrics.sty, econometrics.tex and +% econometrics.pdf + +% This version: 1.0, January 15, 2016 +% +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% +% +\newcommand{\newoperator}[3]{\newcommand*{#1}{\mathop{#2}#3}} +\newcommand{\renewoperator}[3]{\renewcommand*{#1}{\mathop{#2}#3}} +% +% symbols C,N,Q,R,Z for sets +\newcommand{\SC}{\mathbb{C}} +\newcommand{\SN}{\mathbb{N}} +\newcommand{\SQ}{\mathbb{Q}} +\newcommand{\SR}{\mathbb{R}} +\newcommand{\SZ}{\mathbb{Z}} +% +% calligraphic capital letters +\newcommand{\calA}{\mathcal{A}} +\newcommand{\calB}{\mathcal{B}} +\newcommand{\calC}{\mathcal{C}} +\newcommand{\calD}{\mathcal{D}} +\newcommand{\calE}{\mathcal{E}} +\newcommand{\calF}{\mathcal{F}} +\newcommand{\calG}{\mathcal{G}} +\newcommand{\calH}{\mathcal{H}} +\newcommand{\calI}{\mathcal{I}} +\newcommand{\calJ}{\mathcal{J}} +\newcommand{\calK}{\mathcal{K}} +\newcommand{\calL}{\mathcal{L}} +\newcommand{\calM}{\mathcal{M}} +\newcommand{\calN}{\mathcal{N}} +\newcommand{\calO}{\mathcal{O}} +\newcommand{\calP}{\mathcal{P}} +\newcommand{\calQ}{\mathcal{Q}} +\newcommand{\calR}{\mathcal{R}} +\newcommand{\calS}{\mathcal{S}} +\newcommand{\calT}{\mathcal{T}} +\newcommand{\calU}{\mathcal{U}} +\newcommand{\calV}{\mathcal{V}} +\newcommand{\calW}{\mathcal{W}} +\newcommand{\calX}{\mathcal{X}} +\newcommand{\calY}{\mathcal{Y}} +\newcommand{\calZ}{\mathcal{Z}} +% +% bold lowercase and capital letters for vectors (v) and matrices (m) +\newcommand{\mA}{\bm A} +\newcommand{\va}{\bm a} +\newcommand{\mB}{\bm B} +\newcommand{\vb}{\bm b} +\newcommand{\mC}{\bm C} +\newcommand{\vc}{\bm c} +\newcommand{\mD}{\bm D} +\newcommand{\vd}{\bm d} +\newcommand{\mE}{\bm E} +\newcommand{\ve}{\bm e} +\newcommand{\mF}{\bm F} +\newcommand{\vf}{\bm f} +\newcommand{\mG}{\bm G} +\newcommand{\vg}{\bm g} +\newcommand{\mH}{\bm H} +\newcommand{\vh}{\bm h} +\newcommand{\mI}{\bm I} +\newcommand{\vi}{\bm i} +\newcommand{\mJ}{\bm J} +\newcommand{\vj}{\bm j} +\newcommand{\mK}{\bm K} +\newcommand{\vk}{\bm k} +\newcommand{\mL}{\bm L} +\newcommand{\vl}{\bm l} +\newcommand{\mM}{\bm M} +\newcommand{\vm}{\bm m} +\newcommand{\mN}{\bm N} +\newcommand{\vn}{\bm n} +\newcommand{\mO}{\bm O} +\newcommand{\vo}{\bm o} +\newcommand{\mP}{\bm P} +\newcommand{\vp}{\bm p} +\newcommand{\mQ}{\bm Q} +\newcommand{\vq}{\bm q} +\newcommand{\mR}{\bm R} +\newcommand{\vr}{\bm r} +\newcommand{\mS}{\bm S} +\newcommand{\vs}{\bm s} +\newcommand{\mT}{\bm T} +\newcommand{\vt}{\bm t} +\newcommand{\mU}{\bm U} +\newcommand{\vu}{\bm u} +\newcommand{\mV}{\bm V} +\newcommand{\vv}{\bm v} +\newcommand{\mW}{\bm W} +\newcommand{\vw}{\bm w} +\newcommand{\mX}{\bm X} +\newcommand{\vx}{\bm x} +\newcommand{\mY}{\bm Y} +\newcommand{\vy}{\bm y} +\newcommand{\mZ}{\bm Z} +\newcommand{\vz}{\bm z} +% +% bold Greek lowercase letters for vectors (v) +\newcommand{\valpha}{\bm \alpha} +\newcommand{\vbeta}{\bm \beta} +\newcommand{\vgamma}{\bm \gamma} +\newcommand{\vdelta}{\bm \delta} +\newcommand{\vepsi}{\bm \epsi} +\newcommand{\vvarepsilon}{\bm \varepsilon} +\newcommand{\vzeta}{\bm \zeta} +\newcommand{\veta}{\bm \eta} +\newcommand{\vtheta}{\bm \theta} +\newcommand{\viota}{\bm \iota} +\newcommand{\vkappa}{\bm \kappa} +\newcommand{\vlambda}{\bm \lambda} +\newcommand{\vmu}{\bm \mu} +\newcommand{\vnu}{\bm \nu} +\newcommand{\vxi}{\bm \xi} +\newcommand{\vpi}{\bm \pi} +\newcommand{\vrho}{\bm \rho} +\newcommand{\vsigma}{\bm \sigma} +\newcommand{\vtau}{\bm \tau} +\newcommand{\vupsilon}{\bm \upsilon} +\newcommand{\vphi}{\bm \phi} +\newcommand{\vchi}{\bm \chi} +\newcommand{\vpsi}{\bm \psi} +\newcommand{\vomega}{\bm \omega} +% +% bold Greek capital letters for matrices (m) +\newcommand{\mGamma}{\bm \varGamma} +\newcommand{\mDelta}{\bm \varDelta} +\newcommand{\mTheta}{\bm \varTheta} +\newcommand{\mLambda}{\bm \varLambda} +\newcommand{\mXi}{\bm \varXi} +\newcommand{\mPi}{\bm \varPi} +\newcommand{\mSigma}{\bm \varSigma} +\newcommand{\mUpsilon}{\bm \varUpsilon} +\newcommand{\mPhi}{\bm \varPhi} +\newcommand{\mPsi}{\bm \varPsi} +\newcommand{\mOmega}{\bm \varOmega} +% +% roman letters in mathematics +\newcommand{\rb}{\ensuremath{\mathrm{b}}} +\newcommand{\rB}{\ensuremath{\mathrm{B}}} +\newcommand{\rC}{\ensuremath{\mathrm{C}}} +\newcommand{\rD}{\ensuremath{\mathrm{D}}} +\newcommand{\rf}{\ensuremath{\mathrm{f}}} +\newcommand{\rF}{\ensuremath{\mathrm{F}}} +\newcommand{\rH}{\ensuremath{\mathrm{H}}} +\newcommand{\rL}{\ensuremath{\mathrm{L}}} +\newcommand{\rN}{\ensuremath{\mathrm{N}}} +\newcommand{\rt}{\ensuremath{\mathrm{t}}} +\newcommand{\rU}{\ensuremath{\mathrm{U}}} +\newcommand{\rGam}{\ensuremath{\mathrm{Gam}}} +\newcommand{\rBeta}{\ensuremath{\mathrm{Beta}}} +% +\newcommand{\Bin}{\ensuremath{\mathrm{Bin}}} +\newcommand{\eu}{\ensuremath{\mathrm{e}}} +\newcommand{\iu}{\ensuremath{\mathrm{i}}} +\newcommand{\LN}{\ensuremath{\mathrm{LN}}} +\newcommand{\IN}{\ensuremath{\mathrm{IN}}} + +\newcommand{\Poi}{\ensuremath{\mathrm{Poi}}} +% +\newcommand{\ped}[1]{\ensuremath{_\mathrm{#1}}} %pedex +\newcommand{\ap}[1]{\ensuremath{^\mathrm{#1}}} %apex +\renewoperator{\Re}{\mathrm{Re}}{\nolimits} +\renewoperator{\Im}{\mathrm{Im}}{\nolimits} +% +% letters for (partial) differentiation +\makeatletter +\newcommand{\rd}{\@ifnextchar^{\DIfF}{\DIfF^{}}} +\def\DIfF^#1{% + \mathop{\mathrm{\mathstrut d}}% + \nolimits^{#1}\gobblespace} +\def\gobblespace{\futurelet\diffarg\opspace} +\def\opspace{% + \let\DiffSpace\!% + \ifx\diffarg(% + \let\DiffSpace\relax + \else + \ifx\diffarg[% + \let\DiffSpace\relax + \else + \ifx\diffarg\{% + \let\DiffSpace\relax + \fi\fi\fi\DiffSpace} +\newcommand{\deriv}[3][]{\frac{\rd^{#1}#2}{\rd #3^{#1}}} +\newcommand{\pderiv}[3][]{\frac{\partial^{#1}#2}{\partial #3^{#1}}} +% +% operatornames +\newcommand{\bias}{\operatorname{bias}} +\newcommand{\col}{\operatorname{col}} +\newcommand{\corr}{\operatorname{corr}} +\newcommand{\cov}{\operatorname{cov}} +\newcommand{\dg}{\operatorname{dg}} +\newcommand{\diag}{\operatorname{diag}} +\newcommand{\E}{\operatorname{E}} +\newcommand{\etr}{\operatorname{etr}} +\newoperator{\ip}{\mathrm{int}}{\nolimits} +\newcommand{\kur}{\operatorname{kur}} +\newcommand{\MSE}{\operatorname{MSE}} +\newcommand{\MSFE}{\operatorname{MSFE}} +\newcommand{\OLS}{\operatorname{OLS}} +\newcommand{\plim}{\operatorname{plim}} +\newcommand{\resid}{\operatorname{resid}} +\newcommand{\rk}{\operatorname{rk}} +\newcommand{\SE}{\operatorname{SE}} +\newcommand{\sgn}{\operatorname{sgn}} +\newcommand{\tr}{\operatorname{tr}} +\newcommand{\var}{\operatorname{var}} +\renewcommand{\vec}{\operatorname{vec}} +\newcommand{\vech}{\operatorname{vech}} +% +% other definitions +\newcommand{\distr}{\sim} +\newcommand{\adistr}{\stackrel{a}{\distr}} +\newcommand{\diff}{\Delta} +\newcommand{\fdiff}{\diff_{\rf}} +\newcommand{\bdiff}{\diff_{\rb}} +% +\newcommand{\eps}{\epsilon} +\newcommand{\epsi}{\varepsilon} +% +\newcommand{\longto}{\longrightarrow} +\newcommand{\pto}{\stackrel{p}{\longrightarrow}} +\newcommand{\dto}{\stackrel{d}{\longrightarrow}} +\newcommand{\wto}{\stackrel{w}{\longrightarrow}} +% +\newcommand{\Infmat}{\bm\calI} +\newcommand{\Hesmat}{\bm\calH} +\newcommand{\bcdot}{\raisebox{1pt}{\textbf{\large .}}} +% +\newcommand{\vones}{\bm\imath} +\newcommand{\vzeros}{\boldsymbol{0}} +\newcommand{\mZeros}{\mathbf{O}} +% +% additional commands +\newcommand{\e}{\eu}% exponential e +\newcommand{\mply}{\cdot} % multiplication symbol +\newcommand{\rW}{\ensuremath{\mathrm{W}}} % Wishart distribution +%%%%% diff --git a/macros/latex/contrib/econometrics/econometrics.tex b/macros/latex/contrib/econometrics/econometrics.tex new file mode 100644 index 0000000000..9f71a8e665 --- /dev/null +++ b/macros/latex/contrib/econometrics/econometrics.tex @@ -0,0 +1,170 @@ +% This is the file econometrics.sty. +% This style file underlies the paper +% "Notation in Econometrics: a proposal for a standard" +% by Karim Abadir and Jan R. Magnus, +% The Econometrics Journal (2002), 5, 76-90. +% +% Copyright (c) 2016 by Erik Kole. +% All Rights Reserved. +% +% This work may be distributed and/or modified under the +% conditions of the LaTeX Project Public License, either version 1.3 +% of this license or (at your option) any later version. +% The latest version of this license is in +% http://www.latex-project.org/lppl.txt +% and version 1.3 or later is part of all distributions of LaTeX +% version 2005/12/01 or later. +% +% This work has the LPPL maintenance status "maintained". +% +% The Current Maintainer of this work is Erik Kole. +% +% This work consists of the files econometrics.sty, econometrics.tex and +% econometrics.pdf + +% This version: 1.0, January 15, 2016 +% +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% +% +\documentclass[12pt, a4paper]{ltxguide} +%\usepackage{a4wide} +\usepackage[margin=2.25cm]{geometry} +\usepackage[english]{babel} +\usepackage[latin1]{inputenc} +\usepackage[fleqn]{amsmath} % AMS +\usepackage{amssymb} +\usepackage{bm} +\usepackage{econometrics} +\usepackage[authoryear,round]{natbib} +\usepackage{booktabs} +\usepackage{url} + +\title{The |econometrics| package} +\author{Erik Kole\thanks{Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, Netherlands. Home page: \texttt{http://people.few.eur.nl/kole}, E-mail: \texttt{kole@ese.eur.nl}.}} + +\date{Version 1.0, January 15, 2016} + +\begin{document} +\maketitle + + +\begin{abstract} +\noindent This package contains commands for notation in econometric writing as proposed by \citet{Abadir02}. +\end{abstract} + +\section{Introduction} +\citet{Abadir02} propose standards for mathematical and statistical notation when writing economic or econometric articles. Their proposed standards concern the notation of sets, vectors, matrices and some common operators. The package provides commands based on their proposal. It has also circulated as |ee.sty|. + +To use the package, include the command |\usepackage{econometrics}| in the preambule of your document. No general options are available. The package requires the presence of the packages |amsmath|, |amssymb| and |bm|. + +\section{Using the package} + +\subsection{Typesetting single letters} +The package contains the following commands for typesetting letters to denote mathematical concepts +\begin{itemize} + \item Sets: |\S| followed by another letter sets the letter in blackboard bold type. \\ Example: |\SN| produces $\SN$ to denote the set of natural numbers. \\ Available for C, N, Q, R, and Z. + \item Vectors: |\v| followed by another lower case letter sets the letter in bold type. \\ Example: |\va| produces $\va$; |\valpha| produces $\valpha$. \\ Available for all lower case Latin and Greek letters. + \item Matrices: |m| followed by a capital letter sets the letter in bold type. \\ Example: |\mG| produces $\mG$; |\mGamma| produces $\mGamma$. \\ Available for all upper case Latin letters and the Greek upper case letters that differ from Latin ones. + \item Calligraphic letters: |\cal| followed by a capital letter sets the letter in calligraphic type. \\ Example: |\calF| produces $\calF$. \\ Available for all upper case Roman letters. + \item Roman letters: |\r| followed by a letter sets the letter in roman type. \\ Example: |\rb| produces $\rb$; |\rB| produces $\rB$. \\ Available for b, B, C, D, f, F, G, H, L, N, t, U. and W. +\end{itemize} + +\subsection{Typesetting constants, statistical distributions and symbols} +The package contains the following commands for typesetting constants, statistical distributions, symbols and special matrices and vectors. + +\begin{center} + \begin{tabular}{lll} \toprule + command & produces & description \\ \midrule + |\eu|, |\e| & $\eu$ & Euler's constant \\ + |\iu| & $\iu$ & imaginary unit \\ + |\rGam| & $\rGam$ & Gamma distribution \\ + |\rBeta| & $\rBeta$ & Beta distribution \\ + |\Bin| & $\Bin$ & Binomial distribution \\ + |\LN| & $\LN$ & Lognormal distribution \\ + |\IN| & $\IN$ & sequence of independent normal distributions \\ + |\Poi| & $\Poi$ & Poisson distribution \\ + |\Infmat| & $\Infmat$ & information matrix \\ + |\Hesmat| & $\Hesmat$ & Hessian matrix \\ + |\vones| & $\vones$ & vector with ones \\ + |\vzeros| & $\vzeros$ & vector with zeros \\ + |\mZeros| & $\mZeros$ & matrix with zeros \\ + \bottomrule + \end{tabular}\\ +\end{center} + +The commands |\ap| (from apex) and |\ped| (from pedex) both take one argument and typeset it as a superscript or subscript in math-roman. Examples: |$r\ap{e}_t$| produces $r\ap{e}_t$, which is typically used to denote a return at time $t$ in excess of the risk-free rate; |$r\ped{f}$| produce $r\ped{f}$, which is typically used to denote the risk-free rate. + + +The command |\bcdot| can be used when indicating a row or column from a matrix. Example: row $i$ or column $j$ of a $(m \times n)$ matrix A (with $0 < i \leq m$, $0