Matrix Differential Calculus with Applications in Statistics and Econometrics by Heinz Neudecker
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Matrix Differential Calculus with Applications in Statistics and Econometrics

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. « 

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ISBN
9780471986331

 
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