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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

Description:
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.

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