Academic books — Jan R. Magnus

last updated: November 28, 2018

1. Magnus, J. R. and H. Neudecker (1988). Matrix Differential Calculuswith Applications in Statistics and Econometrics, John Wiley and Sons:Chichester/New York. Reprinted 1990. First revision 1991, reprinted 1994,1995, 1997, 1998. Second edition (paperback) 1999, reprinted 1999, 2001.Third edition and e-book 2019.

(a) Matrix Calculus (b) Methodology

2. Magnus, J.R. (1988). Linear Structures, Griffin’s Statistical Monographsand Courses, No. 42, Edward Arnold: London and Oxford University Press:New York. [TO ORDER]

3. Magnus, J.R., P.K. Katyshev, and A.A. Peresetsky (1997). Эконометрика.Начальный курс (Econometrics: A First Course), Delo Publishers: Mos-cow. Reprinted 1997, second edition 1998, third edition (revised) 2000,fourth edition 2000, fifth edition 2001, sixth edition (revised) 2003, seventhedition 2005.

4. Katyshev, P.K., J.R. Magnus, and A.A. Peresetsky (1999). Solutions Man-ual, Delo Publishers: Moscow. Second edition (revised, 207 pages) 2002,third edition 2003, fourth edition 2004.

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Academic books — Jan R. Magnus

(a) Matrix Algebra (b) Statistics

5. Magnus, J.R. and M.S. Morgan (1999). Methodology and Tacit Knowl-edge: Two Experiments in Econometrics, John Wiley and Sons: Chich-ester/New York. [TO ORDER]

6. Magnus, J. R. and H. Neudecker (2002). Матричное дифференциал-ьное исчисление с приложениями к статистике и эконометрике (Rus-sian translation of Matrix Differential Calculus with Applications in Statis-tics and Econometrics), Fizmatlit Publishing House: Moscow.

7. Abadir, K.M. and J.R. Magnus (2005). Matrix Algebra, Volume 1 of Eco-nometric Exercises (Eds. K.M. Abadir, J.R. Magnus, and P.C.B. Phillips),Cambridge University Press: New York [TO ORDER]. Corrections and ad-ditions [Corrections]. Review by Taisuke Otsu [Review].

8. Klaassen, F.J.G.M. and J.R. Magnus (2014). Analyzing Wimbledon: ThePower of Statistics, Oxford University Press: New York. Underlying dataand software are available from [wimbledon]. Advance praise [Here]. TheOUPblog Tenth Anniversary Book: Ten Years of Academic Insights for theThinking World contains thirty-four (of over 8,000) blog articles compiledby Oxford University Press. A blog post with links is available [Here].

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Academic books — Jan R. Magnus

(a) Analyzing Wimbledon (b) Introduction

9. Magnus, J.R. (2017). Introduction to the Theory of Econometrics, VUUniversity Press: Amsterdam. Second printing 2017, third printing 2018.[Info].

10. Abadir, K.M., R.D.H. Heijmans, and J.R. Magnus (2019). Statistics, Vol-ume 2 of Econometric Exercises (Eds. K.M. Abadir, J.R. Magnus, andP.C.B. Phillips), Cambridge University Press: New York.

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