Price loading...

Springer Mathematics for Econometrics

Name: Mathematics for Econometrics
Brand: Springer

Econometrics

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

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).

Product Specifications

Brand: Springer
Format: paperback
ASIN: 1461481449
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 24 September 2013
Listed Since: 16 May 2013

Barcode

No barcode data available

Springer Mathematics for Econometrics

Price History & Forecast

No Price Data Available

Price Distribution

Description

Product Specifications

Barcode

Similar Products You Might Like

Statistical Methods in Econometrics

An Introduction to Econometric Theory

Mathematical Economics: Prelude to the Neoclassical Model (Springer Texts in Business and Economics)

Matrix Algebra And Its Applications To Statistics And Econometrics

Financial Econometrics, Mathematics and Statistics: Theory, Method and Application

Mathematics for Economists with Applications

Mathematics for Economists with Applications

Dynamic Model Analysis: Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems

Matrices and Simplex Algorithms: A Textbook in Mathematical Programming and Its Associated Mathematical Topics

Matrix Algebra: Theory, Computations, and Applications in Statistics (Springer Texts in Statistics)

Matrix Algebra for Linear Models

Introduction to Matrix Theory

Linear Models and Generalizations: Least Squares and Alternatives (Springer Series in Statistics)

Linear Models in Matrix Form: A Hands-On Approach for the Behavioral Sciences

Math for Business and Economics: Compendium of Essential Formulas

A Matrix Handbook for Statisticians (Wiley Series in Probability and Statistics)

Linear Algebra and Matrix Analysis for Statistics (Chapman & Hall/CRC Texts in Statistical Science)

Econometrics

Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)

Matrices: Algebra, Analysis and Applications

Non-negative Matrices and Markov Chains (Springer Series in Statistics)

Matrices: Algebra, Analysis And Applications

Matrix Theory: Basic Results and Techniques (Universitext)

Mathematical Statistics for Economics and Business