**Matrix Differential Calculus with Applications in Statistics and Econometrics**

by Jan R. Magnus, Heinz Neudecker

**Publisher**: John Wiley & Sons 2007**ISBN/ASIN**: 047198633X**Number of pages**: 468

**Description**:

Magnus and Neudecker present an exhaustive and self-contained revised text on matrix theory and matrix differential calculus. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioural sciences to econometrics.

Download or read it online for free here:

**Download link**

(2.2MB, PDF)

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