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Matrix Differential Calculus with Applications in Statistics and Econometrics

Edition: 
2
Publisher: 
John Wiley
Number of Pages: 
422
Price: 
110.00
ISBN: 
047198633X
Date Received: 
Saturday, April 22, 2006
Reviewable: 
Yes
Include In BLL Rating: 
Yes
Jan R. Magnus and Heinz Neudecker
Publication Date: 
1999
Format: 
Paperback
Audience: 
Category: 
Textbook
BLL
10/15/2010
BLL Rating: 

 

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.

Publish Book: 
Modify Date: 
Friday, October 15, 2010

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