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Applications of differential geometry to econometrics /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Applications of differential geometry to econometrics // edited by Paul Marriott and Mark Salmon.
other author:	Marriott, Paul,
Description:	1 online resource (viii, 324 pages) :digital, PDF file(s). :
Notes:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Subject:	Econometrics. -
Online resource:	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:

556981
Econometrics.

LC Class. No.: HB139 / .A68 2000

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

Applications of differential geometry to econometrics /
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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).
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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 Econometrics. $3 556981
650 0 $a Geometry, Differential. $3 527830
700 1 $a Marriott, Paul, $d 1961- $e editor. $3 1445991
700 1 $a Salmon, Mark, $e editor. $3 1445992
776 0 8 $i Print version: $z 9780521651165
856 4 0 $u https://doi.org/10.1017/CBO9780511660092