Matrix differential calculus with applications in statistics and econometrics

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Matrix differential calculus with applications in statistics and econometrics By Magnus J., Neudecker H.
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.