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.
Matrix Differential Calculus with Applications in Statistics and Econometrics
Jan R. Magnus, Heinz Neudecker
University of Texas Press
1999
395 páginas
13h 10m
ISBN-13: 9780471986331
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