000			02158nam a2200325 i 4500
006			m o d
008			150213t20132013nyu b 001 0 eng d
020			_z9781461481447
020			_z978-1461481447
035			_a(OCoLC)860704698
040			_aGW5XE _beng _cGW5XE _dZMC _dUtOrBLW _dBAUN _erda
049			_aBAUN_MERKEZ
050	0	0	_aQA184 _b.D53 2013
082	0	4	_222
100	1		_aDhrymes, Phoebus J., _d1932- _979806 _eaut
245	1	0	_aMathematics for econometrics / _cPhoebus J. Dhrymes.
250			_aFourth edition.
264		1	_aNew York : _bSpringer, _c[2013]
264		4	_c©2013.
300			_axvii, 419 pages ; _c26 cm.
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
504			_aIncludes bibliographical references and index.
505	0	0	_tVectors and Vector Spaces -- _tMatrix Algebra -- _tSystems of Linear Equations -- _tMatrix Vectorization -- _tVector and Matrix Differentiation -- _tDE Lag Operators GLSEM and Time Series -- _tMathematical Underpinnings of Probability Theory -- _tFoundations of Probability -- _tLLN, CLT and Ergodicity -- _tThe General Linear Model -- _tPanel Data Models -- _tGLSEM and TS Models -- _tAsymptotic Expansions.
520			_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. 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)"--Book jacket.
650		0	_aAlgebras, Linear. _97067
650		0	_aEconometrics. _979807
942			_2lcc _cKT
999			_c33685 _d33685