Mathematics for Econometrics

Häftad, Engelska, 2013

1 519 kr

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The book also covers pseudo-inverses, solutions to systems of linear equations, solutions of vector difference equations with constant coefficients and random forcing functions, matrix differentiation, and permutation matrices.

Produktinformation

Utgivningsdatum2013-09-24
Mått155 x 235 x 24 mm
Vikt664 g
FormatHäftad
SpråkEngelska
Antal sidor419
Upplaga4
FörlagSpringer-Verlag New York Inc.
ISBN9781461481447

Tillhör följande kategorier

Matematisk statistik inom Naturvetenskap och teknik
Optimering inom Naturvetenskap och teknik
Mikroekonomi inom Ekonomi och ledarskap

Professor Dhrymes is currently Professor of Economics at Columbia University. Earlier he taught at Harvard, University of Pennsylvania, University of California at Los Angeles, and Monash University in Australia. He is a fellow of the Econometric Society and the American Statistical Association. He has been a managing editor and editor of the International Economic Review, and one of the founding editors of the Journal of Econometrics. Professor Dhrymes serves on the Editorial Advisory Boards of the Journal of Econometrics and Econometric Theory.

"Dhrymes' Mathematics for Econometrics is an interesting book for review in Technometrics. Econometrics is an area likely studied by quite a few readers, especially those with graduate backgrounds in business and/or economics. The current text offers an excellent reference for readers wishing to study econometrics in the future ... . Statisticians will find it useful as well, both as a reference and as a potential course supplement." (J. Douglas Barrett, Technometrics, Vol. 57 (1), February, 2015) "The book under review includes topics from mathematics for econometrics, mainly from linear algebra and probability theory. ... In addition to people working econometrics, this book can be used for students in an applied linear algebra course to find some applications." (Mehdi Hassani, MAA Reviews, July, 2014)