Matrix Differential Calculus with Applications in Statistics and Econometrics
2nd Edition
Published on 18. February 1999
Book
Hardback
422 pages
978-0-471-98632-4 (ISBN)
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.
More details
Series
Edition
2nd Revised edition
Language
English
Place of publication
Chichester
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Professional and scholarly
Edition type
Revised edition
Illustrations
bibliography, indexes
Dimensions
Height: 235 mm
Width: 158 mm
Weight
710 gr
ISBN-13
978-0-471-98632-4 (9780471986324)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Jan R. Magnus | Heinz Neudecker
Matrix Differential Calculus with its Applications in Statistics and Econometrics
Book
02/1999
2nd Edition
Wiley
€147.50
Shipment within 10-20 days
Content
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.