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Matrix Differential Calculus with Applications in Statistics and Econometrics by Jan R. Magnus, Heinz Neudecker (Paperback, 1999)

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Continuing the success of their first edition, Magnus and Neudecker present an exhaustive and self--contained revised text on matrix theory and matrix differential calculus. The remaining Parts III to VI combine the theory and application of matrix differential calculus providing the practitioner and researcher with both a quick review and a detailed reference.