the algebra of econometrics - 1. ed. - chichester, new york, brisbane : john wiley and sons 1979 - xv, 360 pp. - wiley series in probability and mathematical statistics applied probability and statistics bradley, ralph a. (ed.) hunter, j. stuart (ed.) kendall, david g. (ed.) et al. .

from the table of contents: introduction; vector spaces; linear transformations; metric spaces; extensions of matrix algebra; the algebra of econometrics; the gauss-markov model; the classical linear model; models with errors in variables; the gauss-markov model with a singular dispersion matrix; the gauss-markov model with linear restrictions on parameters; temporal stochastic processes; temporal regression models; sets of linear regressions; systems of simultaneous equations; quasi-gaussian methods; maximum likelihood methods; appendix of statistical theory; bibliography;

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econometrics

330 economics