Skip to content
Register Sign in Wishlist

Applications of Differential Geometry to Econometrics


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
View all contributors
  • Date Published: October 2011
  • availability: Available
  • format: Paperback
  • isbn: 9780521178297

£ 30.99

Add to cart Add to wishlist

Other available formats:
Hardback, eBook

Looking for an inspection copy?

This title is not currently available on inspection

Product filter button
About the Authors
  • 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.

    • 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
    Read more

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity


    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?


    Product details

    • Date Published: October 2011
    • format: Paperback
    • isbn: 9780521178297
    • length: 336 pages
    • dimensions: 229 x 152 x 19 mm
    • weight: 0.49kg
    • 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

Sign In

Please sign in to access your account


Not already registered? Create an account now. ×

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner Please see the permission section of the catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.


Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

Please fill in the required fields in your feedback submission.