Graduate students in econometrics needs a solid foundation in matrix algebra. The revision of this successful book provides the necessary background in a concise format.

Klappentext

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.

Inhalt

1 Vectors and Vector Spaces.- 2 Matrix Algebra.- 3 Systems of Linear Equations.- 4 Matrix Vectorization.- 5 Vector and Matrix Differentiation.- 6 Difference Equations.- 7 Asymptotic Expansions.- 8 Applications: The GLM.- 9 Applications: The GLSEM.