£69.25

Springer Mathematics for Econometrics

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£85.92 £37.82 £48.31 £58.81 £69.30 £79.80 £90.29 09 June 2024 01 November 2024 27 March 2025 19 August 2025 12 January 2026

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13 days 11 days 6 days 379 days · current 174 days 0 95 190 284 379 £42-51 £51-60 £60-68 £68-77 £77-86 Days at Price

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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

Format
paperback
Domain
Amazon UK
Release Date
24 September 2013
Listed Since
16 May 2013

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