Mathematics for Econometrics

This book aims to fill the gaps in the typical student's mathematical training to the extent relevant for the study of econometrics. In most cases, proofs are provided and there is a verbal discussion of certain mathematical results.

From the reviews of the third edition: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION "This is an appropriate text for graduate students and researchers in econometrics who want a quick introduction to the necessary mathematics or those who wish to review the material." "This book, designed keeping in mind econometrician’s specific requirements of matrix algebra and related mathematical tools, has been getting richer in terms of content in every new edition. ... On the whole, this book, which is useful for developing an understanding of the basic mathematical tools required for a formal discourse on graduate level Econometric Methods, should be a good companion ... . The exposition is lucid and compact. The content is comprehensive." (Dipankar Coondoo, Sankhya, Vol. 64 (3), 2002)