图书标签: 数学 matrix calculus 矩阵 统计学 矩阵分析 Mathematics Econometrics
发表于2024-11-22
Matrix Differential Calculus with Applications in Statistics and Econometrics pdf epub mobi txt 电子书 下载 2024
"…the best book to learn matrix and related ideas…statisticians, econometricians, computer scientists, engineers, and psychometricians will find this extremely useful." (Journal of Statistical Computation and Simulation, March 2006)
做宏观和计量的人必备的参考书。不用逐页阅读,但是把前11章浏览一下,然后放在手边做参考书绝对是做宏观和计量人的最佳选择。感觉有了这本书,经济学领域中所用的线性代数知识点基本被穷尽了。当然,阅读此书并不困难,但是需要本科经管类的线性代数课程水平的知识做基础。
评分an useful reference book for matrix calculus
评分非常好的参考书,已经出到第三版。在查high frequency PCA论文中各种诡异符号无意发现。从此一书在手,Kronecker Product,Moore-Penrose inverse皆是朋友。
评分非常好的参考书,已经出到第三版。在查high frequency PCA论文中各种诡异符号无意发现。从此一书在手,Kronecker Product,Moore-Penrose inverse皆是朋友。
评分clear and useful.
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Matrix Differential Calculus with Applications in Statistics and Econometrics pdf epub mobi txt 电子书 下载 2024