LEADER 04592nam 22006735 450 001 9910438036403321 005 20200706161422.0 010 $a1-4614-8145-7 024 7 $a10.1007/978-1-4614-8145-4 035 $a(CKB)3710000000019041 035 $a(EBL)1466234 035 $a(SSID)ssj0001010512 035 $a(PQKBManifestationID)11636625 035 $a(PQKBTitleCode)TC0001010512 035 $a(PQKBWorkID)11003244 035 $a(PQKB)11712030 035 $a(DE-He213)978-1-4614-8145-4 035 $a(MiAaPQ)EBC6312810 035 $a(MiAaPQ)EBC1466234 035 $a(Au-PeEL)EBL1466234 035 $a(CaPaEBR)ebr10969143 035 $a(OCoLC)860704698 035 $a(PPN)172420725 035 $a(EXLCZ)993710000000019041 100 $a20130924d2013 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMathematics for Econometrics /$fby Phoebus J. Dhrymes 205 $a4th ed. 2013. 210 1$aNew York, NY :$cSpringer New York :$cImprint: Springer,$d2013. 215 $a1 online resource (433 p.) 300 $aDescription based upon print version of record. 311 $a1-4614-8144-9 327 $aPreface -- Chapters -- Bibliography -- References. 330 $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. 606 $aStatistics  606 $aEconometrics 606 $aGame theory 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 606 $aEconometrics$3https://scigraph.springernature.com/ontologies/product-market-codes/W29010 606 $aGame Theory, Economics, Social and Behav. Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13011 615 0$aStatistics . 615 0$aEconometrics. 615 0$aGame theory. 615 14$aStatistics for Business, Management, Economics, Finance, Insurance. 615 24$aEconometrics. 615 24$aGame Theory, Economics, Social and Behav. Sciences. 676 $a512.5 700 $aDhrymes$b Phoebus J$4aut$4http://id.loc.gov/vocabulary/relators/aut$0535184 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910438036403321 996 $aMathematics for Econometrics$92531002 997 $aUNINA