Electronic Resource

Mathematics for econometrics

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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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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

E625

Penerbit

New York : Springer., 2013

Deskripsi Fisik

xvii, 419 hlm.

Bahasa

English

ISBN/ISSN

9781461481454

Klasifikasi

NONE

Tipe Isi

text

Tipe Media

computer

Tipe Pembawa

online resource

Edisi

4

Subjek

Ekonometrika

Info Detail Spesifik

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Pernyataan Tanggungjawab

Phoebus J. Dhrymes

Versi lain/terkait

Lampiran Berkas

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