Matrix differential calculus with applications in statistics and econometrics
This book provides a self-contained and unified treatment of matrix differential calculus, aimed at econometricians and statisticians. It can be used as a textbook for senior undergraduate or graduate courses on the subject, and will also be a valuable source for professional econometricians and sta...
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| Format: | Book |
| Language: | English |
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New York
John Wiley & Sons
1999
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Table of Contents:
- Kronecker Products, the Vec Operator and the Moore-Penrose Inverse
- - Differentials and Differentiability
- - The Second Differential
- - Static Optimization
- - First Order Differentials and Jacobian Matrices
- - Second Order Differentials and Hessian Matrices
- - The Linear Regression Model
- - Further Topics in the Linear Model
- - Simultaneous Equations
- - Topics in Psychometrics.