Matrix Differential Calculus with Applications in Statistics and Econometrics, 2nd EditionISBN: 978-0-471-98633-1
Paperback
432 pages
March 1999
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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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.
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.
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