Mathematics for econometrics /

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Bibliographic Details
Author / Creator:	Dhrymes, Phoebus J., 1932-, author.
Edition:	Fourth edition.
Imprint:	New York : Springer, [2013?] ©2013
Description:	1 online resource (xvii, 419 pages)
Language:	English
Subject:	Algebras, Linear. Econometrics. Algebras, Linear. Econometrics.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/9852758

Hidden Bibliographic Details
ISBN:	9781461481454 (electronic bk.) 1461481457 (electronic bk.) 9781461481447
Notes:	Includes bibliographical references and index. Description based on online resource; title from PDF title page (ScienceDirect, viewed Oct. 14, 2013).
Summary:	"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. 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)."--BOOK JACKET.
Standard no.:	10.1007/978-1-4614-8145-4

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