Mathematics for econometrics

DOI10.1007/978-1-4614-8145-4MaRDI QIDQ2842811zbMATH OpenOpenAlexFDO

Authors 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

asymptotic expansionseconometricsgeneral linear modelsgeneral linear structural econometric modelsGLMGLSEMmatrix algebramatrix differentiationpermutation matricespseudo-inversesrandom forcingregressionsimultaneous equationsvector difference equations with constant coefficients

Mathematics Subject Classification ID

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

Cited in

(9)

• Specification tests in simultaneous equations systems
• Dissipative stabilization of linear systems with time-varying general distributed delays
• scientific article; zbMATH DE number 6374943 (Why is no real title available?)
• scientific article; zbMATH DE number 4126970 (Why is no real title available?)
• scientific article; zbMATH DE number 1517502 (Why is no real title available?)
• A test of harmful multicollinearity: A generalized ridge regression approach
• scientific article; zbMATH DE number 3307886 (Why is no real title available?)
• Reverse stress testing in skew-elliptical models
• On price equilibrium with multi-product firms

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