Matrix differential calculus with applications in statistics and econometrics By Magnus J., Neudecker H.
1999 | 470 Pages | ISBN: 0471986321 | PDF | 2 MB
1999 | 470 Pages | ISBN: 0471986321 | PDF | 2 MB
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.