Könyv Mathematics for Econometrics Phoebus J. Dhrymes

Mathematics for Econometrics

Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Beszállítói készleten
Küldés 14-21 napon belül
39 315 Ft
This book deals with a number of mathematical topics that are of great importance in the study of cl...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2013
oldal
419
EAN
9781461481447
ISBN
1461481449
Enbook ID
01429021
Súly
664
Méretek
160 x 233 x 24

Teljes leírás

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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