This book deals with a number of mathematical topics that are of great importance in the study
of classical econometrics. There is a lengthy chapter on matrix algebra which takes the reader
from the most elementary aspects to the partitioned inverses characteristic roots and vectors
symmetric and orthogonal and positive (semi) definite matrices. The book also covers
pseudo-inverses solutions to systems of linear equations solutions of vector difference
equations with constant coefficients and random forcing functions matrix differentiation and
permutation matrices. Its novel features include an introduction to asymptotic expansions and
examples of applications to the general-linear model (regression) and the general linear
structural econometric model (simultaneous equations).
