the algebra of econometrics
pollock, d.s.g.
creator
text
chichester, new york, brisbane
john wiley and sons
1979
1. ed.
monographic
eng
xv, 360 pp.
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;
econometrics
330 economics
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