Applications of Differential Geometry to Econometrics

Name: Applications of Differential Geometry to Econometrics
Price: 49.4 USD
Availability: InStock
ISBN: 9780521178297

ISBN-10: 0521178290

ISBN-13: 9780521178297

Edition: 2010

Authors: Paul Marriott, Mark Salmon

List price: $56.95

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Book details

List price: $56.95
Copyright year: 2010
Publisher: Cambridge University Press
Publication date: 10/27/2011
Binding: Paperback
Pages: 336
Size: 5.98" wide x 9.02" long x 0.75" tall
Weight: 1.078
Language: English



Introduction




An introduction to differential geometry




Orthogonal projection, nested models and encompassing




Exact properties of the maximum likelihood estimator in exponential regression models




Empirical likelihood estimation and inference




Measuring earnings differentials with frontier functions and Rao distances




First order predictive densities




An alternative comparison of classical tests: assessing the effects of curvature




Testing for unit roots in AR and MA Models




Efficiency and robustness in a geometrical perspective




Paramaterisations and transformations; An elementary introduction to Amari's differential geometry