000			03860nam a22004815i 4500
001			978-1-4614-8145-4
003			DE-He213
005			20140220082831.0
007			cr nn 008mamaa
008			130924s2013 xxu| s |||| 0|eng d
020			_a9781461481454 _9978-1-4614-8145-4
024	7		_a10.1007/978-1-4614-8145-4 _2doi
050		4	_aQA276-280
072		7	_aPBT _2bicssc
072		7	_aK _2bicssc
072		7	_aBUS061000 _2bisacsh
082	0	4	_a330.015195 _223
100	1		_aDhrymes, Phoebus J. _eauthor.
245	1	0	_aMathematics for Econometrics _h[electronic resource] / _cby Phoebus J. Dhrymes.
250			_a4th ed. 2013.
264		1	_aNew York, NY : _bSpringer New York : _bImprint: Springer, _c2013.
300			_aXVII, 419 p. 1 illus. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
505	0		_aPreface -- Chapters -- Bibliography -- References.
520			_aThe 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 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. 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). Also unique to this edition are two fairly extensive chapters on applications to the GLM (general linear model), GLSEM and time series analysis which treat issues relevant to their underlying theoretical bases, estimation and forecasting. 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.
650		0	_aStatistics.
650		0	_aMathematics.
650		0	_aEconomics _xStatistics.
650		0	_aEconometrics.
650	1	4	_aStatistics.
650	2	4	_aStatistics for Business/Economics/Mathematical Finance/Insurance.
650	2	4	_aEconometrics.
650	2	4	_aGame Theory, Economics, Social and Behav. Sciences.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9781461481447
856	4	0	_uhttp://dx.doi.org/10.1007/978-1-4614-8145-4
912			_aZDB-2-SMA
999			_c96031 _d96031