Applications of Differential Geometry to Econometrics
Editat de Paul Marriott, Mark Salmonen Limba Engleză Paperback – 26 oct 2011
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Cambridge University Press – 26 oct 2011 | 339.75 lei 43-57 zile | |
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Specificații
ISBN-13: 9780521178297
ISBN-10: 0521178290
Pagini: 336
Dimensiuni: 152 x 229 x 19 mm
Greutate: 0.49 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:Cambridge, United Kingdom
ISBN-10: 0521178290
Pagini: 336
Dimensiuni: 152 x 229 x 19 mm
Greutate: 0.49 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:Cambridge, United Kingdom
Cuprins
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.
Recenzii
"I strongly recommend [this book] for computational minded statisticians and economists." J. Statist. Comput. Simul.
Descriere
Originally published in 2000, this volume was an early example of the application of differential geometry to econometrics.