Applications of differential geometry to econometrics

Başlık:

Yazar:

Marriott, Paul ed.

ISBN:

9780521651165

Yayım Bilgisi:

New York : Cambridge University Press, 2000.

Fiziksel Tanım:

viii, 324 p. : ill. ; 24 cm.

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 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. Giummolâe -- 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.

Konu Terimleri:

Econometrics.

Geometry, Differential.

Ekonometri.

Geometri, Diferansiyel.

Added Author:

Marriott, Paul

Salmon, Mark

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Library	Materyal Türü	Barkod	Yer Numarası	Durum
Searching... Pamukkale Merkez Kütüphanesi	Kitap	0036774	HB139A67 2000	Searching... Unknown

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Although geometry has always aided intuition in econometrics, more recently differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the essential issues which can be hidden in an algebraic development of a problem. Originally published in 2000, this volume was an early example of the application of these techniques to econometrics. An introductory chapter provides a brief tutorial for those unfamiliar with the tools of Differential Geometry. The topics covered in the following chapters demonstrate the power of the geometric method to provide practical solutions and insight into problems of econometric inference.

IntroductionP. Marriott and M. Salmon

1 An introduction to differential geometryP. Marriott and M. Salmon

2 Orthogonal projection, nested models and encompassingMaozu Lu and G. Mizon

3 Exact properties of the maximum likelihood estimator in exponential regression modelsG. Hillier and R. O'Brien

4 Empirical likelihood estimation and inferenceR. Smith

5 Measuring earnings differentials with frontier functions and Rao distancesU. Jensen

6 First order predictive densitiesJ. M. Corcuera and F. Giummole

7 An alternative comparisom of classical tests: assessing the effects of curvatureK. J. van Garderen

8 Testing for unit roots in AR and MA ModelsT. Rothenberg

9 Efficiency and robustness in a geometrical perspectiveR. Davidson

10 Paramaterisations and transformations; An elementary introduction to Amari's differential geometryF. Critchley and P. Marriott and M. Salmon.

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