Description

Book Synopsis
Matrix calculus is an efficient procedure for obtaining many derivatives at once, used in statistics and econometrics. This book studies different concepts of matrix derivatives and a particular brand of mathematics behind matrix calculus, including special matrices whose elements are all zero or one.

Trade Review
'A very neat treatment of matrix calculus. There is no doubt that the new operators and matrices presented in the book will see their applications in many areas of econometrics.' Yong Bao, Purdue University
'This book is very clearly written in a text style that conveys what needs to be said with no superfluous discussion. It represents a substantial contribution to our understanding of a difficult area. It is a beautiful book, and destined to become a classic.' Ross Maller, Australian National University

Table of Contents
1. Mathematical prerequisites; 2. Zero-one matrices; 3. Elimination and duplication matrices; 4. Matrix calculus; 5. New matrix calculus results; 6. Applications.

Generalized Vectorization CrossProducts and Matrix Calculus

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    A Paperback by Darrell A. Turkington

    £47.26

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      Book details

      Publisher Cambridge University Press
      Published 6/26/2014 12:00:00 AM
      ISBN-13 9781107448728
      978-1107448728
      ISBN-10 1107448727
      Also in:
      Computer science

      Description

      Book Synopsis
      Matrix calculus is an efficient procedure for obtaining many derivatives at once, used in statistics and econometrics. This book studies different concepts of matrix derivatives and a particular brand of mathematics behind matrix calculus, including special matrices whose elements are all zero or one.

      Trade Review
      'A very neat treatment of matrix calculus. There is no doubt that the new operators and matrices presented in the book will see their applications in many areas of econometrics.' Yong Bao, Purdue University
      'This book is very clearly written in a text style that conveys what needs to be said with no superfluous discussion. It represents a substantial contribution to our understanding of a difficult area. It is a beautiful book, and destined to become a classic.' Ross Maller, Australian National University

      Table of Contents
      1. Mathematical prerequisites; 2. Zero-one matrices; 3. Elimination and duplication matrices; 4. Matrix calculus; 5. New matrix calculus results; 6. Applications.

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