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Mathematics for Econometrics

Language EnglishEnglish
Book Paperback
Book Mathematics for Econometrics Phoebus J. Dhrymes
Libristo code: 01429021
Publishers Springer-Verlag New York Inc., September 2013
This book deals with a number of mathematical topics that are of great importance in the study of cl... Full description
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This book deals with a number of mathematical topics that are of great importance in the study of classical econometrics. There is a lengthy chapter on matrix algebra, which takes the reader from the most elementary aspects to the partitioned inverses, characteristic roots and vectors, symmetric, and orthogonal and positive (semi) definite matrices. The book also covers pseudo-inverses, solutions to systems of linear equations, solutions of vector difference equations with constant coefficients and random forcing functions, matrix differentiation, and permutation matrices. Its novel features include an introduction to asymptotic expansions, and examples of applications to the general-linear model (regression) and the general linear structural econometric model (simultaneous equations).

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About the book

Full name Mathematics for Econometrics
Author Phoebus J. Dhrymes
Language English
Binding Book - Paperback
Date of issue 2013
Number of pages 419
EAN 9781461481447
ISBN 1461481449
Libristo code 01429021
Publishers Springer-Verlag New York Inc.
Weight 664
Dimensions 160 x 233 x 24

Categories

Mathematics & Science > Mathematics > Optimization > Game theory
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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