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October 26th, 2010, 12:17 AM   #1
Joined: Oct 2010

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Linear algebra & Econometrics

Hi all,
I am looking for a book to study linear algebra (with specific interest in applying it to econometrics. Keywords are OLS, instrumental variables, GMM, linear projections...).
For me it is important not to see a lot of proofs, but to get the intuition behind the algebra and to be able to do (and check) excercises.
Any ideas for a good book?
I watched the first couple of linear algebra lectures by Gilbert Strang (prof. math. MIT) on youtube ( I noticed he wrote a book, but there might be other nice books out there that I don't know yet.
Greetings from an economist.
Thanks for your help!
BartL is offline  

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