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Mathematics for Econometrics (Paperback, 4th ed. 2013) Loot Price: R4,060
Discovery Miles 40 600
Mathematics for Econometrics (Paperback, 4th ed. 2013): Phoebus J. Dhrymes

Mathematics for Econometrics (Paperback, 4th ed. 2013)

Phoebus J. Dhrymes

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Loot Price R4,060 Discovery Miles 40 600 | Repayment Terms: R380 pm x 12*

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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).

General

Imprint: Springer-Verlag New York
Country of origin: United States
Release date: September 2013
First published: 2013
Authors: Phoebus J. Dhrymes
Dimensions: 235 x 155 x 24mm (L x W x T)
Format: Paperback
Pages: 419
Edition: 4th ed. 2013
ISBN-13: 978-1-4614-8144-7
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Econometrics > General
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LSN: 1-4614-8144-9
Barcode: 9781461481447

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