Mathematics for econometrics /
| Autor principal: | |
|---|---|
| Formato: | Livro |
| Idioma: | Inglés |
| Publicado em: |
New York :
Springer,
c2000.
|
| Edição: | 3rd ed. |
| Assuntos: |
Sumário:
- 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.