Research Catalog

Applications of differential geometry to econometrics

Title
Applications of differential geometry to econometrics / edited by Paul Marriott and Mark Salmon.
Publication
Cambridge ; New York : Cambridge University Press, 2000.

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Details

Additional Authors
  • Marriott, Paul.
  • Salmon, Mark H. (Mark Howard), 1949-
Description
viii, 324 pages : illustrations; 24 cm
Subject
  • Econometrics
  • Geometry, Differential
  • Aufsatzsammlung
  • Differentialgeometrie
  • Ökonometrie
Bibliography (note)
  • Includes bibliographical references and index.
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 likehood estimator in exponential regression models / Grant Hillier and Ray O'Brien -- Empirical likelihood estimation and inference / Richard J. Smith -- Efficiency and robustness in a geometrical perspective / Russell Davidson -- Measuring earnings differentials with frontier functions and Rao distances / Uwe Jensen -- Fist-order optimal predictive densities / J.M. Corcuera and F. Giummolè -- An alternative comparison of classical tests / 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.
ISBN
  • 0521651166
  • 9780521651165
LCCN
99058375
OCLC
  • ocn122970489
  • 122970489
  • SCSB-1137863
Owning Institutions
Princeton University Library