國立虎尾科技大學 |

Applications of differential geometry to econometrics /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Applications of differential geometry to econometrics // edited by Paul Marriott and Mark Salmon.
其他作者:	Salmon, Mark,
面頁冊數:	1 online resource (viii, 324 pages) :digital, PDF file(s). :
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	Geometry, Differential. -
電子資源:	https://doi.org/10.1017/CBO9780511660092
ISBN:	9780511660092 (ebook)

Applications of differential geometry to econometrics /
Applications of differential geometry to econometrics /edited by Paul Marriott and Mark Salmon. - 1 online resource (viii, 324 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

An introduction to differential geometry in econometrics / Paul Marriott and Mark Salmon -- Nested models, orthogonal projection and encompassing / Maozu Lu and Grayham E. Mizon -- Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometric approach / Grant Hillier and Ray O'Brien -- Empirical likelihood estimation and inference / Richard J. Smith -- Efficiency and robustness in the geometrical perspective / Russsell Davidson -- Measuring earnings differentials with frontier functions and Rao distances / Uwe Jensen -- First-order optimal predictive densities / J.M. Corcuera and F. Giummolé -- An alternative comparison of classical texts: assessing the effects of curvature / Kees Jan van Garderen -- Testing for unit roots in AR and MA models / Thomas J. Rothenberg -- An elementary account of Amari's expected geometry / Frank Critchley, Paul Marriott and Mark Salmon.

Although geometry has always aided intuition in econometrics, more recently differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the essential issues which can be hidden in an algebraic development of a problem. Originally published in 2000, this volume was an early example of the application of these techniques to econometrics. An introductory chapter provides a brief tutorial for those unfamiliar with the tools of Differential Geometry. The topics covered in the following chapters demonstrate the power of the geometric method to provide practical solutions and insight into problems of econometric inference.

ISBN: 9780511660092 (ebook)Subjects--Topical Terms:

527830
Geometry, Differential.

LC Class. No.: HB139 / .A68 2000

Dewey Class. No.: 330/.01/5195

Applications of differential geometry to econometrics /
LDR:02703nam a2200301 i 4500 001 1126915
003 UkCbUP
005 20151005020621.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 240926s2000||||enk o ||1 0|eng|d
020 $a 9780511660092 (ebook)
020 $z 9780521651165 (hardback)
020 $z 9780521178297 (paperback)
035 $a CR9780511660092
040 $a UkCbUP $b eng $e rda $c UkCbUP
050 0 0 $a HB139 $b .A68 2000
082 0 0 $a 330/.01/5195 $2 21
245 0 0 $a Applications of differential geometry to econometrics / $c edited by Paul Marriott and Mark Salmon.
264 1 $a Cambridge : $b Cambridge University Press, $c 2000.
300 $a 1 online resource (viii, 324 pages) : $b digital, PDF file(s).
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
500 $a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
505 0 $a An introduction to differential geometry in econometrics / Paul Marriott and Mark Salmon -- Nested models, orthogonal projection and encompassing / Maozu Lu and Grayham E. Mizon -- Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometric approach / Grant Hillier and Ray O'Brien -- Empirical likelihood estimation and inference / Richard J. Smith -- Efficiency and robustness in the geometrical perspective / Russsell Davidson -- Measuring earnings differentials with frontier functions and Rao distances / Uwe Jensen -- First-order optimal predictive densities / J.M. Corcuera and F. Giummolé -- An alternative comparison of classical texts: assessing the effects of curvature / Kees Jan van Garderen -- Testing for unit roots in AR and MA models / Thomas J. Rothenberg -- An elementary account of Amari's expected geometry / Frank Critchley, Paul Marriott and Mark Salmon.
520 $a Although geometry has always aided intuition in econometrics, more recently differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the essential issues which can be hidden in an algebraic development of a problem. Originally published in 2000, this volume was an early example of the application of these techniques to econometrics. An introductory chapter provides a brief tutorial for those unfamiliar with the tools of Differential Geometry. The topics covered in the following chapters demonstrate the power of the geometric method to provide practical solutions and insight into problems of econometric inference.
650 0 $a Geometry, Differential. $3 527830
650 0 $a Econometrics. $3 556981
700 1 $a Salmon, Mark, $e editor. $3 1445992
700 1 $a Marriott, Paul, $d 1961- $e editor. $3 1445991
776 0 8 $i Print version: $z 9780521651165
856 4 0 $u https://doi.org/10.1017/CBO9780511660092