| Description |
1 online resource (xvii, 419 pages) |
| Contents |
Vectors and Vector Spaces -- Matrix Algebra -- Systems of Linear Equations -- Matrix Vectorization -- Vector and Matrix Differentiation -- DE Lag Operators GLSEM and Time Series -- Mathematical Underpinnings of Probability Theory -- Foundations of Probability -- LLN, CLT and Ergodicity -- The General Linear Model -- Panel Data Models -- GLSEM and TS Models -- Asymptotic Expansions |
| Summary |
"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)."--Jacket |
| Bibliography |
Includes bibliographical references and index |
| Notes |
Online resource; title from PDF title page (ScienceDirect, viewed October 14, 2013) |
| Subject |
Algebras, Linear.
|
|
Econometrics.
|
|
Álgebra lineal
|
|
Econometría
|
|
Algebras, Linear
|
|
Econometrics
|
| Form |
Electronic book
|
| ISBN |
9781461481454 |
|
1461481457 |
|
1461481449 |
|
9781461481447 |
|
