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" Mathematics for econometrics / "
Phoebus J. Dhrymes
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BL
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| Record Number
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655948
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| Doc. No
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dltt
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| Main Entry
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Dhrymes, Phoebus J.,1932-
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| Title & Author
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Mathematics for econometrics /\ Phoebus J. Dhrymes
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| Edition Statement
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Third edition
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| Page. NO
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xiii, 240 pages ;; 24 cm
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| ISBN
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0387989951
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: 9780387989952
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| Bibliographies/Indexes
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Includes bibliographical references (page 236) and index
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| Abstract
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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 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
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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)."--Jacket
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| Subject
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Algebras, Linear
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| Subject
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Econometrics
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Algèbre linéaire
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| Subject
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Économétrie
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| Dewey Classification
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512/.5
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| LC Classification
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QA184.D53 2000
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