Matrix Differential Calculus with Applications in Statistics and Econometrics-第三版

There has been a long-felt need for a book that gives a self-contained and unified treatment of matrix differential calculus, specifically written for econometricians and statisticians. The present book is meant to satisfy this need. It can serve as a textbook for advanced undergraduates and postgraduates in econometrics and as a reference book for practicing econometricians. Mathematical statisticians and psychometricians may also find something to their liking in the book.