Matrix Differential Calculus with Applications in Statistics and Econometrics by Jan R. Magnus, Heinz Neudecker

Matrix Differential Calculus with Applications in Statistics and Econometrics

Matrix Differential Calculus with Applications in Statistics and Econometrics by Jan R. Magnus, Heinz Neudecker
Publisher: John Wiley & Sons 2007
ISBN/ASIN: 047198633X
Number of pages: 468
Magnus and Neudecker present an exhaustive and self-contained revised text on matrix theory and matrix differential calculus. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioural sciences to econometrics.
Mathematics Analysis & Calculus Calculus Multivariable

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Matrix Differential Calculus with Applications in Statistics and Econometrics by Jan R. Magnus, Heinz Neudecker