Mathematics for Econometrics
From MaRDI portal
Publication:2842811
DOI10.1007/978-1-4614-8145-4zbMath1273.91002MaRDI QIDQ2842811
Publication date: 16 August 2013
Full work available at URL: https://doi.org/10.1007/978-1-4614-8145-4
matrix algebra; asymptotic expansions; random forcing; GLM; regression; simultaneous equations; permutation matrices; econometrics; pseudo-inverses; matrix differentiation; general linear models; GLSEM; general linear structural econometric models; vector difference equations with constant coefficients
62P20: Applications of statistics to economics
00A06: Mathematics for nonmathematicians (engineering, social sciences, etc.)
91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
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