Mathematics for Econometrics By: Phoebus J. Dhrymes Publisher: Springer Print ISBN: 9781461481447, 1461481449 eText ISBN: 9781461481454, 1461481457 Edition: 4th Copyright year: 2013 Format: EPUB Available from $ 74.99 USD SKU: 9781461481454 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). SKU: 9781461481447 Ebooks here: https://ebookscoffee.sellpass.io/products/Mathematics-for-Econometrics
