Mathematics for Econometrics

  • Phoebus J. Dhrymes

Table of contents

  1. Front Matter
    Pages i-viii
  2. Phoebus J. Dhrymes
    Pages 1-7
  3. Phoebus J. Dhrymes
    Pages 8-76
  4. Back Matter
    Pages 132-136

About this book


This booklet was begun as an appendix to Introductory Econometrics. As it progressed, requirements of consistency and completeness of coverage seemed to make it inordinately long to serve merely as an appendix, and thus it appears as a work in its own right. Its purpose is not to give rigorous instruction in mathematics. Rather it aims at filling the gaps in the typical student's mathematical training, to the extent relevant for the study of econometrics. Thus, it contains a collection of mathematical results employed at various stages of Introductory Econometrics. More generally, however, it would be a useful adjunct and reference to students of econometrics, no matter what text is being employed. In the vast majority of cases, proofs are provided and there is a modicum of verbal discussion of certain mathematical results, the objective being to reinforce the reader's understanding of the formalities. In certain instances, however, when proofs are too cumbersome, or complex, or when they are too obvious, they are omitted.


Matrix econometrics mathematics value-at-risk

Authors and affiliations

  • Phoebus J. Dhrymes
    • 1
  1. 1.Department of EconomicsColumbia UniversityNew YorkUSA

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