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"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.
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Book Details
Edition Notes
Bibliography: p. 132-133.
Includes index.
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- Created April 1, 2008
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September 28, 2024 | Edited by MARC Bot | import existing book |
December 7, 2022 | Edited by MARC Bot | import existing book |
October 15, 2020 | Edited by MARC Bot | import existing book |
May 18, 2020 | Edited by CoverBot | Added new cover |
April 1, 2008 | Created by an anonymous user | Imported from Scriblio MARC record |