000 | 01768cam a22002777i 4500 | ||
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020 |
_a9781461481447 _cTZs 79628.09 |
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040 |
_aMUL _beng _eAACR |
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082 | 0 | 4 | _a330.0015195 DHR |
100 | 1 | _aDhrymes, Phoebus J., | |
245 | 1 | 0 |
_aMathematics for econometrics / _cPhoebus J. Dhrymes. |
250 | _a4th ed. | ||
260 |
_aNew York: _bSpringer, _c2013. |
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300 |
_axvii, 419 pages : _billustrations ; _c24 cm |
||
504 | _aIncludes bibliographical references (pages 411-412) and index. | ||
505 | 0 | _a1. 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. | |
520 | 8 | _a"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.-- | |
546 | _aeng. | ||
650 | 0 | _aAlgebras, Linear. | |
650 | 0 | _aEconometrics. | |
650 | 7 | _aAlgebras, Linear. | |
650 | 7 | _aEconometrics. | |
650 | 7 | _aLineare Algebra. | |
650 | 7 | _aÖkonometrie. | |
650 | 7 | _aMathematik. | |
942 | _cBK | ||
999 |
_c7899 _d7899 |