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Matrix Differential Calculus with Applications in Statistics and Econometrics

Jan R. Magnus, Heinz Neudecker (Autoren)

Buch | Hardcover

422 Seiten

1999 | 2nd Revised edition
John Wiley & Sons Ltd (Verlag)
978-0-471-98632-4 (ISBN)

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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.

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.

Erscheint lt. Verlag	18.2.1999
Reihe/Serie	Wiley Series in Probability and Statistics
Zusatzinfo	bibliography, indexes
Verlagsort	Chichester
Sprache	englisch
Maße	158 x 235 mm
Gewicht	710 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Algebra
	Mathematik / Informatik ► Mathematik ► Analysis
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Statistik
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	0-471-98632-1 / 0471986321
ISBN-13	978-0-471-98632-4 / 9780471986324
Zustand	Neuware