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" Applications of differential geometry to econometrics / "
edited by Paul Marriott and Mark Salmon.
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BL
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| Record Number
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705911
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| Doc. No
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b528100
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| Title & Author
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Applications of differential geometry to econometrics /\ edited by Paul Marriott and Mark Salmon.
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| Publication Statement
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New York :: Cambridge University Press,, 2000.
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| Page. NO
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viii, 324 p. :: ill. ;; 24 cm.
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| ISBN
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0521651166 (hc.)
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: 9780521651165 (hc.)
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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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.
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| Subject
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Econometrics.
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| Subject
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Geometry, Differential.
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| LC Classification
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HB139.A68 2000
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| Added Entry
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Marriott, Paul,1961-
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Salmon, Mark.
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