Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
Home
Hostname: page-component-55597f9d44-qcsxw Total loading time: 0.391 Render date: 2022-08-16T06:10:49.777Z Has data issue: true Feature Flags: { "shouldUseShareProductTool": true, "shouldUseHypothesis": true, "isUnsiloEnabled": true, "useRatesEcommerce": false, "useNewApi": true } hasContentIssue true
  • English
Econometric Theory Econometric Theory

Article contents

Matrix Differential CalculusJan R. Magnus and Heinz Neudecker John Wiley and Sons, 1988 - Linear StructuresJan R. Magnus Charles Griffin and Co., 1988

Published online by Cambridge University Press:  18 October 2010

D.S.G. Pollock
D.S.G. Pollock
Affiliation:
Queen Mary College, University of London
Get access Rights & Permissions[Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Book Reviews
Information
Econometric Theory , Volume 5 , Issue 1 , April 1989 , pp. 161 - 165
Copyright
Copyright © Cambridge University Press 1989

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1.Anderson, T.W.Introduction to multivariate statistical analysis. New York: John Wiley & Sons, 1958.Google Scholar
2.Balestra, P.La dérivation matricielle. Paris: Sirey, 1976.Google Scholar
3.Bourbaki, N.Algèbre multilinéaire. In Eléments de Mathématique, Chapter 3, Book II (Algèbre). Paris: Herman, 1958.Google Scholar
4.Dwyer, P.S.Some applications of matrix derivatives in multivariate analysis. Journal of the American Statistical Association 62 (1967): 607–625.CrossRefGoogle Scholar
5.Dwyer, P.S. & MacPhail, M.S.. Symbolic matrix derivatives. Annals of Mathematical Statistics 19 (1948): 517–534.CrossRefGoogle Scholar
6.Graham, A.Kronecker products and matrix calculus with applications. Chichester: Ellis Horwood, 1981.Google Scholar
7.Greub, W.H.Multilinear algebra. Berlin: Springer, 1967.CrossRefGoogle Scholar
8.Henderson, H.V. & Searle, S.R., vec and vech operators for matrices, with some uses in Jacobians and multivariate statistics. Canadian Journal of Statistics 7 (1979): 65–81.CrossRefGoogle Scholar
9.Henderson, H.V. & Searle, S.R.. The vec-permutation matrix, the vec operator, and Kronecker products: a review. Linear and Multilinear Algebra 9 (1981): 271–288.CrossRefGoogle Scholar
10.Hood, W.C. & Koopmans, T.C. (eds.). Studies in Econometric Method, Monograph No. 14, Cowles Foundation for Research in Economics. New Haven: Yale University Press, 1953.Google Scholar
11.Koopmans, T.C. (ed.). Statistical Inference in Dynamic Economic Models, Monograph No. 10, Cowles Foundation for Research in Economics. New York: John Wiley & Sons, 1950.Google Scholar
12.Koopmans, T.C., Rubin, H. & Leipnik, R.B.. Measuring the equation systems of dynamic economics. In Koopmans, T.C. (ed.), Statistical Inference in Dynamic Economic Models, Chapter 2, Monograph No. 10, Cowles Foundation for Research in Economics. New York: John Wiley & Sons, 1950.Google Scholar
13.MacRae, E.C.Matrix derivatives with an application to an adaptive linear decision problem. Annals of Statistics 2 (1974): 337–346.CrossRefGoogle Scholar
14.Magnus, J.R.Linear structures. London: Charles Griffin & Co., 1988.Google Scholar
15.Magnus, J.R. & Neudecker, H.. Matrix differential calculus. Chichester: John Wiley & Sons, 1988.Google Scholar
16.Marcus, M.Finite-dimensional multilinear algebra: Part I. New York: Marcel Dekker, 1973.Google Scholar
17.Nel, D.G.On matrix differentiation in statistics. South African Statistical Journal 14 (1980): 137–194.Google Scholar
18.Pollock, D.S.G.Tensor products and matrix differential calculus. Linear Algebra and its Applications 67 (1985): 169–193.CrossRefGoogle Scholar
19.Rao, C.R.Linear statistical inference and its applications. New York: John Wiley & Sons, Inc., 1965.Google Scholar
20.Rogers, G.S.Matrix derivatives. New York: Marcel Dekker, 1980.Google Scholar

Save article to Kindle

To save this article to your Kindle, first ensure coreplatform@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

Matrix Differential CalculusJan R. Magnus and Heinz Neudecker John Wiley and Sons, 1988 - Linear StructuresJan R. Magnus Charles Griffin and Co., 1988
Available formats
×

Save article to Dropbox

To save this article to your Dropbox account, please select one or more formats and confirm that you agree to abide by our usage policies. If this is the first time you used this feature, you will be asked to authorise Cambridge Core to connect with your Dropbox account. Find out more about saving content to Dropbox.

Matrix Differential CalculusJan R. Magnus and Heinz Neudecker John Wiley and Sons, 1988 - Linear StructuresJan R. Magnus Charles Griffin and Co., 1988
Available formats
×

Save article to Google Drive

To save this article to your Google Drive account, please select one or more formats and confirm that you agree to abide by our usage policies. If this is the first time you used this feature, you will be asked to authorise Cambridge Core to connect with your Google Drive account. Find out more about saving content to Google Drive.

Matrix Differential CalculusJan R. Magnus and Heinz Neudecker John Wiley and Sons, 1988 - Linear StructuresJan R. Magnus Charles Griffin and Co., 1988
Available formats
×
×

Reply to: Submit a response

Please enter your response.

Your details

Please enter a valid email address.

Conflicting interests

Do you have any conflicting interests? *