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Dhrymes, Phoebus J., 1932-

Mathematics for econometrics/ Phoebus J. Dhrymes. - Fourth edition. - New York Springer [2013] - xvii, 419 Paginas, ilustraciones

Incluye referencias bibliográficas e índices

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.

ISBN: 9781461481447

Subjects--Topical Terms:
Algebras lineales--Analisis matematico
Econometría--Economía matemática

Dewey Class. No.: 512.5