Synopses & Reviews
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.
Review
"I strongly recommend [this book] for computational minded statisticians and economists." J. Statist. Comput. Simul.
Synopsis
First collection to apply Differential Geometric techniques to econometrics: includes brief introductory tutorial.
Synopsis
Differential Geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the issues which can be hidden in an algebraic development of a problem. This volume is the first to apply these techniques to econometrics and includes a brief introductory tutorial.
Synopsis
Originally published in 2000, this volume was an early example of the application of differential geometry to econometrics.
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.