TY  - BOOK
AU  - Dhrymes,Phoebus J.
TI  - Mathematics for econometrics
SN  - 9781461481447 
U1  - 330.0015195 DHR 
PY  - 2013///
CY  - New York
PB  - Springer
KW  - Algebras, Linear
KW  - Econometrics
KW  - Lineare Algebra
KW  - Ökonometrie
KW  - Mathematik
N1  - 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
N2  - "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.--
ER  -