Mathematics for econometrics:
"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 partitioned inverses, characteristic roots and vectors, symmetric,...
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
New York ; Heidelberg ; Dordrecht ; London
Springer
[2013]
|
Ausgabe: | Fourth edition |
Schlagworte: | |
Zusammenfassung: | "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 partitioned inverses, characteristic roots and vectors, symmetric, and orthogonal and positive (semi) definite matrices. The book also covers psuedo-inverses, solutions to systems of linear equations, solutions of vector difference equations with constant coefficients and random forcing functions, matrix differentiation, and permutation matrices.-- |
Beschreibung: | 1. Vectors and vector spaces -- 2. Matrix algebra -- 3. Systems of linear equations -- 4. Matrix vectorization -- 5. Vector and matrix differentiation -- 6. DE lag operators GLSEM and time series -- 7. Mathematical underpinnings of probability theory -- 8. Foundations of probability -- 9. LLN, CLT and ergodicity -- 10. The general linear model -- 11. Panel data models -- 12. GLSEM and TS models -- 13. Asymptotic expansions |
Beschreibung: | xvii, 419 Seiten Illustrationen 24 cm |
ISBN: | 9781461481447 1461481449 |
Internformat
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100 | 1 | |a Dhrymes, Phoebus J. |d 1932-2016 |0 (DE-588)108367622 |4 aut | |
245 | 1 | 0 | |a Mathematics for econometrics |c Phoebus J. Dhrymes |
250 | |a Fourth edition | ||
264 | 1 | |a New York ; Heidelberg ; Dordrecht ; London |b Springer |c [2013] | |
300 | |a xvii, 419 Seiten |b Illustrationen |c 24 cm | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
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500 | |a 1. Vectors and vector spaces -- 2. Matrix algebra -- 3. Systems of linear equations -- 4. Matrix vectorization -- 5. Vector and matrix differentiation -- 6. DE lag operators GLSEM and time series -- 7. Mathematical underpinnings of probability theory -- 8. Foundations of probability -- 9. LLN, CLT and ergodicity -- 10. The general linear model -- 11. Panel data models -- 12. GLSEM and TS models -- 13. Asymptotic expansions | ||
520 | 3 | |a "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 partitioned inverses, characteristic roots and vectors, symmetric, and orthogonal and positive (semi) definite matrices. The book also covers psuedo-inverses, solutions to systems of linear equations, solutions of vector difference equations with constant coefficients and random forcing functions, matrix differentiation, and permutation matrices.-- | |
650 | 0 | 7 | |a Ökonometrie |0 (DE-588)4132280-0 |2 gnd |9 rswk-swf |
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650 | 0 | 7 | |a Lineare Algebra |0 (DE-588)4035811-2 |2 gnd |9 rswk-swf |
653 | 0 | |a Algebras, Linear | |
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Datensatz im Suchindex
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---|---|
any_adam_object | |
author | Dhrymes, Phoebus J. 1932-2016 |
author_GND | (DE-588)108367622 |
author_facet | Dhrymes, Phoebus J. 1932-2016 |
author_role | aut |
author_sort | Dhrymes, Phoebus J. 1932-2016 |
author_variant | p j d pj pjd |
building | Verbundindex |
bvnumber | BV046031488 |
classification_rvk | QH 300 |
ctrlnum | (OCoLC)862351357 (DE-599)BVBBV046031488 |
discipline | Wirtschaftswissenschaften |
edition | Fourth edition |
format | Book |
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id | DE-604.BV046031488 |
illustrated | Illustrated |
indexdate | 2024-07-10T08:33:17Z |
institution | BVB |
isbn | 9781461481447 1461481449 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-031413354 |
oclc_num | 862351357 |
open_access_boolean | |
owner | DE-521 DE-83 |
owner_facet | DE-521 DE-83 |
physical | xvii, 419 Seiten Illustrationen 24 cm |
publishDate | 2013 |
publishDateSearch | 2013 |
publishDateSort | 2013 |
publisher | Springer |
record_format | marc |
spelling | Dhrymes, Phoebus J. 1932-2016 (DE-588)108367622 aut Mathematics for econometrics Phoebus J. Dhrymes Fourth edition New York ; Heidelberg ; Dordrecht ; London Springer [2013] xvii, 419 Seiten Illustrationen 24 cm txt rdacontent n rdamedia nc rdacarrier 1. Vectors and vector spaces -- 2. Matrix algebra -- 3. Systems of linear equations -- 4. Matrix vectorization -- 5. Vector and matrix differentiation -- 6. DE lag operators GLSEM and time series -- 7. Mathematical underpinnings of probability theory -- 8. Foundations of probability -- 9. LLN, CLT and ergodicity -- 10. The general linear model -- 11. Panel data models -- 12. GLSEM and TS models -- 13. Asymptotic expansions "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 partitioned inverses, characteristic roots and vectors, symmetric, and orthogonal and positive (semi) definite matrices. The book also covers psuedo-inverses, solutions to systems of linear equations, solutions of vector difference equations with constant coefficients and random forcing functions, matrix differentiation, and permutation matrices.-- Ökonometrie (DE-588)4132280-0 gnd rswk-swf Mathematik (DE-588)4037944-9 gnd rswk-swf Lineare Algebra (DE-588)4035811-2 gnd rswk-swf Algebras, Linear Econometrics Mathematics Lineare Algebra (DE-588)4035811-2 s Ökonometrie (DE-588)4132280-0 s 1\p DE-604 Mathematik (DE-588)4037944-9 s 2\p DE-604 Erscheint auch als Online-Ausgabe 978-1-4614-8145-4 Überarbeitung von 3. ed. 2000 0-387-98995-1 (DE-604)BV013296625 4 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Dhrymes, Phoebus J. 1932-2016 Mathematics for econometrics Ökonometrie (DE-588)4132280-0 gnd Mathematik (DE-588)4037944-9 gnd Lineare Algebra (DE-588)4035811-2 gnd |
subject_GND | (DE-588)4132280-0 (DE-588)4037944-9 (DE-588)4035811-2 |
title | Mathematics for econometrics |
title_auth | Mathematics for econometrics |
title_exact_search | Mathematics for econometrics |
title_full | Mathematics for econometrics Phoebus J. Dhrymes |
title_fullStr | Mathematics for econometrics Phoebus J. Dhrymes |
title_full_unstemmed | Mathematics for econometrics Phoebus J. Dhrymes |
title_short | Mathematics for econometrics |
title_sort | mathematics for econometrics |
topic | Ökonometrie (DE-588)4132280-0 gnd Mathematik (DE-588)4037944-9 gnd Lineare Algebra (DE-588)4035811-2 gnd |
topic_facet | Ökonometrie Mathematik Lineare Algebra |
work_keys_str_mv | AT dhrymesphoebusj mathematicsforeconometrics |