Matrix differential calculus with applications in statistics and econometrics
Jan R. Magnus, Heinz Neudecker
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.
Categories:
Year:
1999
Edition:
Rev. ed
Publisher:
John Wiley
Language:
english
Pages:
468
ISBN 10:
047198633X
ISBN 13:
9780471986331
Series:
Wiley Series in Probability and Statistics
File:
PDF, 1.61 MB
IPFS:
,
english, 1999