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Matrix Differential Calculus with Applications in Statistics and Econometrics
- Binding:
- Paperback
- Pages:
- 432
- Published:
- February 17, 1999
- Edition:
- 2
- Dimensions:
- 153x227x29 mm.
- Weight:
- 672 g.
Delivery:
2-4 weeks
Expected delivery: February 6, 2025
Description of Matrix Differential Calculus with Applications in Statistics and Econometrics
Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. 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.
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