Mathematics for econometrics / Phoebus J. Dhrymes.
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TextPublication details: New York: Springer, 2013.Edition: 4th edDescription: xvii, 419 pages : illustrations ; 24 cmISBN: - 9781461481447
- 330.0015195 DHR
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|
| Book | Mzumbe University Main Campus Library | 330.0015195 DHR (Browse shelf(Opens below)) | 1 | Available | 0081383 | |||
| Book | Mzumbe University Main Campus Library | 330.0015195 DHR (Browse shelf(Opens below)) | 2 | Available | 0081384 | |||
| Book | Mzumbe University Main Campus Library | 330.0015195 DHR (Browse shelf(Opens below)) | 3 | Available | 0081385 | |||
| Book | Mzumbe University Main Campus Library | 330.0015195 DHR (Browse shelf(Opens below)) | 4 | Available | 0081386 | |||
| Book | Mzumbe University Main Campus Library | 330.0015195 DHR (Browse shelf(Opens below)) | 5 | Available | 0010409 |
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| 330 WON Economics / | 330 WON Economics / | 330.0015195 DHR Mathematics for econometrics / | 330.0015195 DHR Mathematics for econometrics / | 330.0015195 DHR Mathematics for econometrics / | 330.0015195 DHR Mathematics for econometrics / | 330.0015195 DHR Mathematics for econometrics / |
Includes bibliographical references (pages 411-412) and index.
1. Vectors and vector spaces -- 2. Matrix algebra -- 3. Systems of linear equations -- 4. Matrix vectorization -- 5. Vector and matrix differentiation -- 6. DE lag operators GLSEM and time series -- 7.Mathematical underpinnings of probability theory -- 8. Foundations of probability -- 9. LLN, CLT and ergodicity -- 10. The general linear model -- 11. Panel data models -- 12. GLSEM and TS models -- 13. Asymptotic expansions.
"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 partitioned inverses, characteristic roots and vectors, symmetric, and orthogonal and positive (semi) definite matrices. The book also covers psuedo-inverses, solutions to systems of linear equations, solutions of vector difference equations with constant coefficients and random forcing functions, matrix differentiation, and permutation matrices.--
eng.
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