Mathematics for econometrics
| Otros Autores: | |
|---|---|
| Formato: | Libro |
| Idioma: | Inglés |
| Publicado: |
New York :
Springer
[2013]
|
| Edición: | Fourth edition |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991006775669706719 |
Tabla de Contenidos:
- Conté: 1. Vectors and vector spaces
- 2. Matrix algebra
- 3. Systems of linear equations
- 4. Matrix vectorization
- 5. Vector and matrix differentiation
- 6. DE lag operators GLSEM and time series
- 7.Mathematical underpinnings of probability theory
- 8. Foundations of probability
- 9. LLN, CLT and ergodicity
- 10. The general linear model
- 11. Panel data models
- 12. GLSEM and TS models
- 13. Asymptotic expansions
