Matrix differential calculus with applications in statistics and econometrics

✍ Scribed by Jan R. Magnus, Heinz Neudecker

• Book ID: 127417818
• Publisher: John Wiley
• Year: 1999
• Tongue: English
• Weight: 2 MB
• Series: Wiley Series in Probability and Statistics
• Edition: Rev. ed
• Category: Library
• City: New York
• ISBN-13: 9780471986331

✦ Synopsis

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.