There has been a long-felt need for a book that gives a self-contained and
unified treatment of matrix differential calculus, specifically written for econometricians
and statisticians. The present book is meant to satisfy this need.
It can serve as a textbook for advanced undergraduates and postgraduates in
econometrics and as a reference book for practicing econometricians. Mathematical
statisticians and psychometricians may also find something to their
liking in the book.