6728469
9780471915164
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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. Index.Magnus, Jan R. is the author of 'Matrix and Differential Calculus with Applications in Statistics and Econometrics', published 1988 under ISBN 9780471915164 and ISBN 0471915165.
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