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Mathematics for Econometrics

  • Textbook
  • © 2000

Overview

Authors:
  1. Phoebus J. Dhrymes

    1. Department of Economics, Columbia University, New York, USA

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Table of contents (9 chapters)

  1. Front Matter

    Pages i-xiii
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  2. Vectors and Vector Spaces

    • Phoebus J. Dhrymes
    Pages 1-10

  3. Matrix Algebra

    • Phoebus J. Dhrymes
    Pages 11-92

  4. Systems of Linear Equations

    • Phoebus J. Dhrymes
    Pages 93-116

  5. Matrix Vectorization

    • Phoebus J. Dhrymes
    Pages 117-145

  6. Vector and Matrix Differentiation

    • Phoebus J. Dhrymes
    Pages 146-167

  7. Difference Equations

    • Phoebus J. Dhrymes
    Pages 168-184

  8. Asymptotic Expansions

    • Phoebus J. Dhrymes
    Pages 185-201

  9. Applications: The GLM

    • Phoebus J. Dhrymes
    Pages 202-221

  10. Applications: The GLSEM

    • Phoebus J. Dhrymes
    Pages 222-235

  11. Back Matter

    Pages 236-240
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Keywords

About this book

Aims to fill the gaps in the typical student's mathematical training to the extent relevant for the study of econometrics. In most cases, proofs are provided and there is a verbal discussion of certain mathematical results.

Reviews

From the reviews of the third edition:

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

"This is an appropriate text for graduate students and researchers in econometrics who want a quick introduction to the necessary mathematics or those who wish to review the material."

"This book, designed keeping in mind econometrician’s specific requirements of matrix algebra and related mathematical tools, has been getting richer in terms of content in every new edition. … On the whole, this book, which is useful for developing an understanding of the basic mathematical tools required for a formal discourse on graduate level Econometric Methods, should be a good companion … . The exposition is lucid and compact. The content is comprehensive." (Dipankar Coondoo, Sankhya, Vol. 64 (3), 2002)

Authors and Affiliations

  • Department of Economics, Columbia University, New York, USA

    Phoebus J. Dhrymes

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