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Matrix differential calculus with applications in statistics and econometrics /

Magnus, Jan R.,

Matrix differential calculus with applications in statistics and econometrics / Textual Documents Jan Rudolph Magnus (Department of Econometrics and Operations Research, Vrije Universiteit Amsterdam, The Netherlands) and Heinz Neudecker (Amsterdam School of Economics, University of Amsterdam, The Netherlands). - Third edition. - 1 online resource. - Wiley series in probability and statistics .

Includes bibliographical references and indexes.

ISBN: 9781119541202 9781119541202

LCCN: 2018061567

Subjects--Topical Terms:
Matrices.
Differential calculus.
Econometrics.
Statistics.

LC Class. No.: QA188

Dewey Class. No.: 512.9434 / MAG

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