Mathematics for Econometrics. 4th ed. 2013
- 種類:
- 電子ブック
- 責任表示:
- by Phoebus J. Dhrymes
- 出版情報:
- New York, NY : Springer New York : Imprint: Springer, 2013
- 著者名:
- ISBN:
- 9781461481454 [1461481457]
- 注記:
- The fourth edition of this book continues to deal with a number of mathematical topics that are of great importance in the study of classical econometrics. The major expansion involves a more complete coverage of basic aspects of mathematics that continue to play an increasingly significant role in the literature of econometrics. Thus, the chapter on difference equations has been expanded to include enhanced treatment of lag operators (backward shift operators in the statistical literature) that are important not only in the context of the dynamic simultaneous equation GLSEM (general linear structural econometric model), but also time series analysis. New features in this edition include chapters on probability theory and the probabilistic basis of classical econometrics. There is a lengthy chapter on matrix algebra, which takes the reader from the most elementary aspects to the partitioned inverses, characteristic roots and vectors, symmetric, and orthogonal and positive (semi) definite matrices. The book al
- ローカル注記:
- 学内専用E-BOOKS (local access only)
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