Mathematics for Econometrics

DOI10.1007/978-1-4614-8145-4zbMath1273.91002OpenAlexW1510094169MaRDI QIDQ2842811

Phoebus J. Dhrymes

Publication date: 16 August 2013

Full work available at URL: https://doi.org/10.1007/978-1-4614-8145-4

zbMATH Keywords

matrix algebraasymptotic expansionsrandom forcingGLMregressionsimultaneous equationspermutation matriceseconometricspseudo-inversesmatrix differentiationgeneral linear modelsGLSEMgeneral linear structural econometric modelsvector difference equations with constant coefficients

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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