Mathematics for Econometrics
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Sprache:Englisch
Fr. 161.00
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
24.09.2013
Verlag
Springer UsSeitenzahl
419
Maße (L/B/H)
23.5/15.5/2.4 cm
Gewicht
663 g
Auflage
4th ed. 2013
Sprache
Englisch
ISBN
978-1-4614-8144-7
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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