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Matrix Differential Calculus with Applications in Statistics and Econometrics

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ISBN-10: 047198633X

ISBN-13: 9780471986331

Edition: 2nd 1999 (Revised)

Authors: Jan R. Magnus, Heinz Neudecker

List price: $145.00
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Description:

This is a self-contained and unified treatment of matrix differential calculus, specifically written for econometricians and statisticians.
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Book details

List price: $145.00
Edition: 2nd
Copyright year: 1999
Publisher: John Wiley & Sons, Incorporated
Publication date: 3/22/1999
Binding: Paperback
Pages: 424
Size: 6.00" wide x 9.00" long x 1.00" tall
Weight: 1.342
Language: English

Matrices: Basic Properties of Vectors and Matrices
Kronecker Products, the Vec Operator and the Moore-Penrose Inverse
Miscellaneous Matrix Results
Differentials: The Theory: Mathematical Preliminaries
Differentials and Differentiability
The Second Differential
Static Optimization
Differentials: The Practice: Some Important Differentials
First Order Differentials and Jacobian Matrices
Second Order Differentials and Hessian Matrices
Inequalities: Inequalities
The Linear Model: Statistical Preliminaries
The Linear Regression Model
Further Topics in the Linear Model
Applications to Maximum Likelihood Estimation: Maximum Likelihood Estimation
Simultaneous Equations
Topics in Psychometrics