You are here

Matrix Differential Calculus with Applications in Statistics and Econometrics

Jan R. Magnus and Heinz Neudecker
Publisher: 
John Wiley
Publication Date: 
1999
Number of Pages: 
422
Format: 
Paperback
Edition: 
2
Price: 
110.00
ISBN: 
047198633X
Category: 
Textbook
BLL Rating: 

The Basic Library List Committee suggests that undergraduate mathematics libraries consider this book for acquisition.

There is no review yet. Please check back later.

 

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.

Dummy View - NOT TO BE DELETED