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.This text is a self-contained and unified treatment of matrix differential calculus, specifically written for econometricians and statisticians.

Title | : | Matrix Differential Calculus with Applications in Statistics and Econometrics |

Author | : | Jan R. Magnus, Heinz Neudecker |

Publisher | : | University of Texas Press - 1999 |

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