ENGLISH

Matrix differential calculus with applications in statistics and econometrics

By Jan R. Magnus , Heinz Neudecker

Book information

Publisher
John Wiley
Year
1999
ISBN
9780471986324, 0471986321, 047198633X
LCC
QA188 .M345 1999
Open Library ID
OL389324M
Language
english
Format
PDF
Filesize
2 MB (1683967 bytes)
Series
Wiley Series in Probability and Statistics
Edition
Rev. ed
Pages
468\468
Library
kolxoz
Time added
2009-07-20 03:45:11

Description

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.

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