矩阵微积分入门

IF 9.9 3区经济学 Q1 ECONOMICS

Journal of Econometrics Pub Date : 2024-08-01 DOI:10.1016/j.jeconom.2024.105862

Jan R. Magnus

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引用次数: 0

摘要

当我们希望优化涉及矩阵的函数或进行敏感性分析时，矩阵微积分是一个重要工具。本教程旨在让研究生和年轻研究人员更容易理解矩阵微积分。它包含了大多数应用所需的理论、许多经过充分练习的习题和示例，并介绍了这一领域普遍存在的一些 "隐性知识"。

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A gentle introduction to matrix calculus

Matrix calculus is an important tool when we wish to optimize functions involving matrices or perform sensitivity analyses. This tutorial is designed to make matrix calculus more accessible to graduate students and young researchers. It contains the theory that would suffice in most applications, many fully worked-out exercises and examples, and presents some of the ‘tacit knowledge’ that is prevalent in this field.

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来源期刊

Journal of Econometrics 社会科学-数学跨学科应用

CiteScore

8.60

自引率

1.60%

发文量

220

审稿时长

3-8 weeks

期刊介绍： The Journal of Econometrics serves as an outlet for important, high quality, new research in both theoretical and applied econometrics. The scope of the Journal includes papers dealing with identification, estimation, testing, decision, and prediction issues encountered in economic research. Classical Bayesian statistics, and machine learning methods, are decidedly within the range of the Journal''s interests. The Annals of Econometrics is a supplement to the Journal of Econometrics.