Mathematics for econometrics / Phoebus J. Dhrymes.

Author/creator Dhrymes, Phoebus J., 1932-
Format Electronic
EditionFourth edition.
Publication InfoNew York : Springer, [2013]
Descriptionxvii, 419 pages : illustrations ; 24 cm
Supplemental ContentFull text available from Springer Books
Supplemental ContentFull text available from Springer Nature - Springer Mathematics and Statistics eBooks 2013 English International
Subjects
Algebras, Linear.
Econometrics.

Contents 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.
Summary "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.-- Source other than the Library of Congress.
Bibliography noteIncludes bibliographical references (pages 411-412) and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2013944568
ISBN9781461481447 (pbk : acid-free paper)
ISBN1461481449 (pbk : acid-free paper)

Availability

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Electronic Resources ✔ Available