000 01768cam a22002777i 4500
020 _a9781461481447
_cTZs 79628.09
040 _aMUL
_beng
_eAACR
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.
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