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Mathematics for econometrics 3rd ed

Mathematics for econometrics 3rd ed (12회 대출)

자료유형
단행본
개인저자
Dhrymes, Phoebus J., 1932-
서명 / 저자사항
Mathematics for econometrics / Phoebus J. Dhrymes.
판사항
3rd ed.
발행사항
New York :   Springer,   c2000.  
형태사항
xiii, 240 p. ; 24 cm.
ISBN
0387989951 (softcover : alk. paper)
서지주기
Includes bibliographical references (p. 236) and index.
일반주제명
Algebras, Linear. Econometrics.
000 00788camuu22002534a 4500
001 000000831930
005 20031002144638
008 000412s2000 nyu b 001 0 eng
010 ▼a 00030761
020 ▼a 0387989951 (softcover : alk. paper)
040 ▼a DLC ▼c DLC ▼d YDX ▼d OHX ▼d LVB ▼d 211009
049 1 ▼l 111253802
050 0 0 ▼a QA184 ▼b .D53 2000
082 0 0 ▼a 512/.5 ▼2 21
090 ▼a 512.5 ▼b D535m3
100 1 ▼a Dhrymes, Phoebus J., ▼d 1932-
245 1 0 ▼a Mathematics for econometrics / ▼c Phoebus J. Dhrymes.
250 ▼a 3rd ed.
260 ▼a New York : ▼b Springer, ▼c c2000.
300 ▼a xiii, 240 p. ; ▼c 24 cm.
504 ▼a Includes bibliographical references (p. 236) and index.
650 0 ▼a Algebras, Linear.
650 0 ▼a Econometrics.

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고7층/ 청구기호 512.5 D535m3 등록번호 111253802 도서상태 대출가능 반납예정일 예약 서비스 B M

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CONTENTS

Preface to the Third Edition = ⅴ

Preface to the Second Edition = ⅶ

Preface to the First Edition = ⅸ

1 Vectors and Vector Spaces = 1

 1.1 Complex Numbers = 1

  1.1.1 Polar Form of Complex Numbers = 3

 1.2 Vectors = 5

 1.3 Vector Spaces = 6

  1.3.1 Basis of a Vector Space = 8

 1.4 Subspaces of a Vector Space = 9

2 Matrix Algebra = 11

 2.1 Basic Definitions = 11

 2.2 Basic Operations = 13

 2.3 Rank and Inverse of a Matrix = 15

  2.3.1 Matrix Inversion = 16

 2.4 Hermite Forms and Rank Factorization = 21

  2.4.1 Rank Factorization = 26

 2.5 Trace and Determinants = 28

 2.6 Computation of the Inverse = 37

 2.7 Partitioned Matrices = 38

 2.8 Kronecker Products of Matrices = 49

 2.9 Characteristic Roots and Vectors = 52

  2.9.1 Kronecker Product Matrices = 65

 2.10 Orthogonal Matrices = 66

 2.11 Symmetric Matrices = 69

 2.12 Idempotent Matrices = 77

 2.13 Semidefinite and Definite Matrices = 79

3 Systems of Linear Equations = 93

 3.1 Introduction = 93

 3.2 The c-, s-, and g-Inverses = 94

 3.3 Properties of the Generalized Inverse = 98

 3.4 Linear Equations and Pseudoinverses = 105

 3.5 Approximate Solutions = 110

4 Matrix Vectorization = 117

 4.1 Introduction = 117

 4.2 Vectorization of Matrices = 118

 4.3 Linearly Restricted Matrices = 122

  4.3.1 Restricted Subspaces = 126

  4.3.2 The Structure of Restricted Subspaces = 134

  4.3.3 Permutation Matrices and the vec Operator = 137

  4.3.4 Permutation and the vec Operator = 144

5 Vector and Matrix Differentiation = 146

 5.1 Introduction = 146

 5.2 Derivatives of Functions of the form y=Ax = 147

 5.3 Derivatives of Functions of the Form y=z'Ax = 150

 5.4 Differentiation of the Lace = 154

 5.5 Differentiation of Determinants = 158

 5.6 Differentiation of Inverse of a Matrix = 166

6 Difference Equations = 168

 6.1 The Scalar Second-Order Equation = 168

 6.2 Vector Difference Equations = 175

 6.3 An Application to the GLSEM = 179

7 Asymptotic Expansions = 185

 7.1 Introduction = 185

 7.2 Preliminaries = 186

 7.3 General Bounds on Approximations = 189

 7.4 Characteristic and Moment Generating Functions = 190

 7.5 CF, MGF, Moments, and Cumulants = 193

  7.5.1 CF, MGF, and the Existence of Moments = 193

  7.5.2 Cumulants and Cumulant Generating Functions(CGF) = 197

 7.6 Series Approximation = 200

8 Applications : The GLM = 202

 8.1 Introduction = 202

 8.2 The GLM and the Least Squares Estimator = 203

 8.3 Properties of the Estimators = 204

 8.4 Distribution of OLS Estimators = 206

 8.5 Nonstandard Errors = 212

 8.6 Orthogonal Regressors = 217

9 Applications : The GLSEM = 222

 9.1 Introduction = 222

 9.2 Inconsistency of Ordinary Least Squares = 224

 9.3 The 2SLS Estimator = 226

 9.4 An Alternative Derivation of 2SLS and 3SLS = 227

  9.4.1 Systemwide Estimation = 228

 9.5 Tests for Overidentifying Restrictions = 229

 9.6 Identification = 231

Bibliography = 236

Index = 237



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