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Matrix Differential Calculus with Applications in Statistics and Econometrics
Seiten
1999
|
2nd Revised edition
John Wiley & Sons Ltd (Verlag)
978-0-471-98632-4 (ISBN)
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 |
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