عنوان

Applications of differential geometry to econometrics /

0521651166 (hc.)

9780521651165 (hc.)

b528100

Applications of differential geometry to econometrics /

[Book]

edited by Paul Marriott and Mark Salmon.

New York :

Cambridge University Press,

2000.

viii, 324 p. :

ill. ;

24 cm.

Includes bibliographical references and index.

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.

0

TVG

36774

Econometrics.

Geometry, Differential.

Marriott, Paul,1961-

Salmon, Mark.

20140220044213.0

[Book]

Y