Mathematics for econometrics

Mathematics for Econometrics

Volumn , Issue , 2013, Pages 1-419

  Dhrymes, Phoebus J ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84929663437     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/978-1-4614-8145-4     Document Type: Book

References (24)

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2. Anderson, T.W. and H. Rubin (1950), The Asymptotic Properties of Estimates of Parameters of in a Complete System of Stochastic Equations, Annals of Mathematical Statistics, pp. 570-582.
3. Balestra, P., & Nerlove, M. (1966). Pooling cross section time series data in the estimation of a dynamic model: The demand for natural gas. Econometrica, 34, 585-612.
4. Bellman, R. G. (1960). Introduction to matrix analysis. New York: McGraw-Hill.
5. Billingsley, P. (1968). Convergence of probability measures. New York: Wiley.
6. Billingsley, P. (1995). Probability and measure (3rd ed.). New York: Wiley.
7. Brockwell, P. J., & Davis, R. A. (1991). Time series: Theory and methods (2nd ed.). New York: Springer-Verlag.
8. Chow, Y. S., & Teicher, H. (1988). Probability theory (2nd ed.). New York: Springer-Verlag.
9. Dhrymes, P. J. (1969). Alternative asymptotic tests of significance and related aspects of 2SLS and 3SLS estimated parameters. Review of Economic Studies, 36, 213-226.
10. Dhrymes, P. J. (1970). Econometrics: Statistical foundations and applications. New York: Harper and Row; also (1974). New York: Springer-Verlag.
11. Dhrymes, P. J. (1973). Restricted and Unrestricted Reduced Forms: Asymptotic Distributions and Relative Efficiencies, Econometrica, vol. 41, pp. 119-134.
12. Dhrymes, P. J. (1978). Introductory economics. New York: Springer-Verlag.
13. Dhrymes, P.J. (1982) Distributed Lags: Problems of Estmation and Formulation (corrected edition). Amsterdam: North Holland
14. Dhrymes, P. J. (1989). Topics in advanced econometrics: Probability foundations. New York: Springer-Verlag.
15. Dhrymes, P. J. (1994). Topics in advanced econometrics: Volume II linear and nonlinear simultaneous equations. New York: Springer-Verlag.
16. Hadley, G. (1961). Linear algebra. Reading: Addison-Wesley.
17. Kendall, M. G., & Stuart, A. (1963). The advanced theory of statistics. London: Charles Griffin.
18. Kendall M. G., Stuart, A., & Ord, J. K. (1987). Kendall's advanced theory of statistics. New York: Oxford University Press.
19. Kolassa, J. E. (1997). Series approximation methods in statistics (2nd ed.). New York: Springer-Verlag.
20. Sims, C.A. (1980). Macroeconomics and Reality, Econometrica, vol. 48, pp.1-48.
21. Shiryayev, A. N. (1984). Probability. New York: Springer-Verlag.
22. Stout, W. F. (1974). Almost sure convergence. New York: Academic.
23. Theil, H. (1953). Estimation and Simultaneous Correlation in Complete Equation Systems, mimeograph. The Hague: Central Plan Bureau.
24. Theil, H. (1958). Economic Forecasts and Policy, Amsterdam: North Holland.