The algebra of econometrics / D.S.G. Pollock.

Introduction, 1 -- Structure and randomness, 1 -- The parent models of econometrics, 2 -- The Gauss-Markov model, the errors-in-variables model, 3 -- The linear econometric model, 8 -- Consequences of interdependence, the unity of econometric methods, 9 -- The prerequisites of econometric theory, 13 -- 1. Vector Spaces, 16 -- 2. Linear transformations, 26 -- 3. Metric spaces, 41 -- 4. Extensions of matrix algebra, 62 -- 5. The algebra of econometrics, 83 -- 6. The Gauss-Markov model, 99 -- 7. The classical linear model, 111 -- 8. Models with errors in variables, 126 -- 9. The Gauss-Markov model with a singular dispersion matrix, 137 -- 10. The Gauss-Markov model with linear restrictions on parameters, 150 -- 11. Temporal stochastic processes, 164 -- 12. Temporal regression models, 193 -- 13. Sets of linear regressions, 232 -- 14. Systems of simultaneous equations, 247 -- 15. Quasi-Gaussian methods, 263 -- 16. Maximum likelihood methods, 283 -- 17. Appendix of statistical theory, 305 -- Bibliography, 346 -- Index, 353.