Książka Mathematics for Econometrics Phoebus J. Dhrymes

Mathematics for Econometrics

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-18 dni
425.21
This book deals with a number of mathematical topics that are of great importance in the study of cl...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2013
strony
419
EAN
9781461481447
ISBN
1461481449
Enbook ID
01429021
Waga
664
Wymiary
160 x 233 x 24

Pełny opis

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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