Mathematics for econometrics /

Bibliographic Details
Main Author: Dhrymes, Phoebus J. 1932-
Format: Book
Language:Inglés
Published: New York : Springer, c2000.
Edition:3rd ed.
Subjects:
Table of Contents:
  • 1. Vectors and vector spaces.
  • 2. Matrix algebra.
  • 3. Systems of linear equations.
  • 4. Matrix vectorization.
  • 5. Vector and matrix differentiation.
  • 6. Difference equations.
  • 7. Asymptotic expansions.
  • 8. Applications: the GLM.
  • 9. Applications: the GLSEM.