Mathematics for Econometrics

Phoebus J. Dhrymes (Autor)

Buch | Softcover

419 Seiten

2013 | 4th ed. 2013
Springer-Verlag New York Inc.
978-1-4614-8144-7 (ISBN)

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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 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).

Professor Dhrymes is currently Professor of Economics at Columbia University. Earlier he taught at Harvard, University of Pennsylvania, University of California at Los Angeles, and Monash University in Australia. He is a fellow of the Econometric Society and the American Statistical Association. He has been a managing editor and editor of the International Economic Review, and one of the founding editors of the Journal of Econometrics. Professor Dhrymes serves on the Editorial Advisory Boards of the Journal of Econometrics and Econometric Theory.

Preface.- Chapters.- Bibliography.- References.

Zusatzinfo	1 Illustrations, black and white; XVII, 419 p. 1 illus.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
	Wirtschaft ► Allgemeines / Lexika
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
Schlagworte	asymptotic expansions • Difference Equations • GLM • Linear equations • Matrix Algebra • vector spaces
ISBN-10	1-4614-8144-9 / 1461481449
ISBN-13	978-1-4614-8144-7 / 9781461481447
Zustand	Neuware