Mathematics for econometrics /

Détails bibliographiques
Auteur principal: Dhrymes, Phoebus J. 1932-
Format: Livre
Langue:Inglés
Publié: New York : Springer, c2000.
Édition:3rd ed.
Sujets:
Table des matières:
  • 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.