£87.89

Springer Mathematics for Econometrics

Name: Mathematics for Econometrics
Brand: Springer
Price: 87.89 GBP
Availability: InStock

Econometrics

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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

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Springer Mathematics for Econometrics

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