| 书目名称 | Mathematics for Econometrics | | 编辑 | Phoebus J. Dhrymes | | 视频video | | | 概述 | Fourth edition of this best-selling text is fully revised.Classical econometrics relies heavily on mathematics and this book introduces the reader to these important mathematical topics.Covers such to | | 图书封面 |  | | 描述 | .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). . | | 出版日期 | Textbook 2013Latest edition | | 关键词 | Asymptotic expansions; Difference equations; GLM; Linear equations; Matrix algebra; Vector spaces | | 版次 | 4 | | doi | https://doi.org/10.1007/978-1-4614-8145-4 | | isbn_softcover | 978-1-4614-8144-7 | | isbn_ebook | 978-1-4614-8145-4 | | copyright | the Author 2013 |
The information of publication is updating
|
|
发表于 2025-3-21 17:22:58
