Matrix Differential Calculus with Applications in Statistics and Econometrics 2nd edition by Jan Magnus, Heinz Neudecker 9780471986331

Matrix Differential Calculus with Applications in Statistics and Econometrics 2nd edition by Jan R. Magnus, Heinz Neudecker – Ebook PDF Instand Download/DeliveryISBN: 9780471986331
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ISBN-13 : 9780471986331

Author: Jan R. Magnus, Heinz Neudecker

Continuing the success of their first edition, 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. While the structure and successful elements of the first edition remain, this revised and updated edition contains many new examples and exercises.

Matrix Differential Calculus with Applications in Statistics and Econometrics 2nd Table of contents:

Part One– Matrices

Part Two– Differentials: the theory

Part Three– Differentials: the practice

Part Four– Inequalities

Part Five– The linear model

Part Six– Applications to maximum likelihood estimation

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