Matrix Differential Calculus with Applications in Statistics and Econometrics

Name: Matrix Differential Calculus with Applications in Statistics and Econometrics
Price: 99.38 USD
Availability: InStock
ISBN: 9780471986331

ISBN-10: 047198633X

ISBN-13: 9780471986331

Edition: 2nd 1999 (Revised)

Authors: Jan R. Magnus, Heinz Neudecker

List price: $158.95

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Description:

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

Book details

List price: $158.95
Edition: 2nd
Copyright year: 1999
Publisher: John Wiley & Sons, Incorporated
Publication date: 3/22/1999
Binding: Paperback
Pages: 432
Size: 5.96" wide x 8.29" long x 1.08" 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