Matrix differential calculus with applications in statistics and econometrics

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Edition: Rev. ed

Series: Wiley Series in Probability and Statistics

ISBN: 9780471986324, 0471986321, 047198633X

Size: 2 MB (1683967 bytes)

Pages: 468/468

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Jan R. Magnus, Heinz Neudecker9780471986324, 0471986321, 047198633X

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.

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