This text is a self-contained and unified treatment of matrix differential calculus, specifically written for econometricians and statisticians. It can serve as a textbook for advanced undergraduates and postgraduates in econometrics and as a reference book for practising econometricians.
Matrix differential calculus with applications in statistics and econometrics
โ Scribed by Jan R. Magnus, Heinz Neudecker
- Publisher
- John Wiley
- Year
- 1999
- Tongue
- English
- Leaves
- 468
- Series
- Wiley Series in Probability and Statistics
- Edition
- Rev. ed
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
<b>A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics</b><br /><br />This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on different
This text is a self-contained and unified treatment of matrix differential calculus, specifically written for econometricians and statisticians. It can serve as a textbook for advanced undergraduates and postgraduates in econometrics and as a reference book for practising econometricians.
The statistical models confronting econometricians are complicated in nature so it is no easy task to apply the procedures recommended by classical statisticians to such models. This book presents the reader with mathematical tools drawn from matrix calculus and zero-one matrices and demonstrates ho