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

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

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