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Mathematics for Econometrics

by Phoebus J. Dhrymes

  • ISBN: 9780387989952
  • ISBN10: 0387989951

Mathematics for Econometrics

by Phoebus J. Dhrymes

  • List Price: $109.00
  • Binding: Paperback
  • Edition: 3
  • Publisher: Springer Verlag
  • Publish date: 05/01/2000
  • ISBN: 9780387989952
  • ISBN10: 0387989951
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Description: This book deals with a number of mathematical topics that are of great importance in the study of classical econometrics. The lengthy chapter on matrix algebra ranges from the most elementary aspects to psuedoinverses, solutions to systems of linear equations, solutions of vector difference equations with constant coefficients and random forcing functions, matrix differentiation, and permutation matrices. Among its novel features is an introduction to asymptotic expansions, and examples of applications to the general linear model and the general linear structural econometric model.
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