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Applications of differential geometry to econometrics

Author: Paul Marriott; Mark Salmon
Publisher: New York : Cambridge University Press, 2000.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Originally published in 2000, this volume was an early example of the application of differential geometry to econometrics.

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Paul Marriott; Mark Salmon
ISBN: 0521651166 9780521651165
OCLC Number: 42888096
Description: viii, 324 pages : illustrations ; 24 cm
Contents: 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.
Responsibility: edited by Paul Marriott and Mark Salmon.
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"I strongly recommend [this book] for computational minded statisticians and economists." J. Statist. Comput. Simul.

 
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