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Applications of Differential Geometry to Econometrics

Applications of Differential Geometry to Econometrics

$113.00 (C)

Paul Marriott, Mark Salmon, Maozu Lu, Grayham Mizon, Grant Hillier, Ray O'Brien, R. Smith, Uwe Jensen, J. M. Corcuera, F. Giummole, Kees Jan van Garderen, Tom Rothenberg, Russell Davidson, Frank Critchley
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  • Date Published: September 2000
  • availability: Available
  • format: Hardback
  • isbn: 9780521651165

$ 113.00 (C)

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About the Authors
  • Differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the issues that can be hidden in an algebraic development of a problem. This volume is the first to apply these techniques to econometrics. An introductory chapter provides a brief tutorial for those unfamiliar with the tools of differential geometry. The following chapters offer applications of geometric methods to practical solutions and offer insight into problems of econometric inference.

    • A landmark publication including important research of equal interest to econometricians, economists and mathematicians
    • Was the first book to apply Differential Geometry to econometrics
    • Includes introductory tutorial
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    Reviews & endorsements

    "I strongly recommend [this book] for computational minded statisticians and economists." J. Statist. Comput. Simul.

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    Product details

    • Date Published: September 2000
    • format: Hardback
    • isbn: 9780521651165
    • length: 336 pages
    • dimensions: 229 x 152 x 22 mm
    • weight: 0.66kg
    • availability: Available
  • Table of Contents

    Introduction P. Marriott and M. Salmon
    1. An introduction to differential geometry P. Marriott and M. Salmon
    2. Orthogonal projection, nested models and encompassing Maozu Lu and G. Mizon
    3. Exact properties of the maximum likelihood estimator in exponential regression models G. Hillier and R. O'Brien
    4. Empirical likelihood estimation and inference R. Smith
    5. Measuring earnings differentials with frontier functions and Rao distances U. Jensen
    6. First order predictive densities J. M. Corcuera and F. Giummole
    7. An alternative comparison of classical tests: assessing the effects of curvature K. J. van Garderen
    8. Testing for unit roots in AR and MA Models T. Rothenberg
    9. Efficiency and robustness in a geometrical perspective R. Davidson
    10. Paramaterisations and transformations
    An elementary introduction to Amari's differential geometry F. Critchley, P. Marriott and M. Salmon.

  • Editors

    Paul Marriott, National University of Singapore

    Mark Salmon, City University Business School, London


    Paul Marriott, Mark Salmon, Maozu Lu, Grayham Mizon, Grant Hillier, Ray O'Brien, R. Smith, Uwe Jensen, J. M. Corcuera, F. Giummole, Kees Jan van Garderen, Tom Rothenberg, Russell Davidson, Frank Critchley

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