Mathematics for Econometrics

DOI10.1007/978-1-4614-8145-4zbMATH Open1273.91002OpenAlexW1510094169MaRDI QIDQ2842811FDOQ2842811

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

regressioneconometricsasymptotic expansionsGLMpermutation matricesmatrix algebrasimultaneous equationsrandom forcingpseudo-inversesmatrix differentiationgeneral linear modelsGLSEMgeneral linear structural econometric modelsvector difference equations with constant coefficients

Mathematics Subject Classification ID

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

Cited In (9)

• Dissipative stabilization of linear systems with time-varying general distributed delays
• Title not available (Why is that?)
• Reverse stress testing in skew-elliptical models
• On price equilibrium with multi-product firms
• A test of harmful multicollinearity: A generalized ridge regression approach
• Specification tests in simultaneous equations systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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