Applications of differential geometry to econometrics /
Enregistré dans:
| Autres auteurs: | , |
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| Format: | Livre |
| Langue: | English |
| Publié: |
New York :
Cambridge University Press,
2000.
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| Sujets: | |
| Accès en ligne: | Sample text Publisher description Table of contents |
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| 050 | 0 | 0 | |a HB139 |b .A68 2000 |
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| 245 | 0 | 0 | |a Applications of differential geometry to econometrics / |c edited by Paul Marriott and Mark Salmon. |
| 260 | |a New York : |b Cambridge University Press, |c 2000. | ||
| 300 | |a viii, 324 p. : |b ill. ; |c 24 cm. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a 1. An introduction to differential geometry in econometrics / Paul Marriott and Mark Salmon -- 2. Nested models, orthogonal projection and encompassing / Maozu Lu and Grayham E. Mizon -- 3. Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometric approach / Grant Hillier and Ray O'Brien -- 4. Empirical likelihood estimation and inference / Richard J. Smith -- 5. Efficiency and robustness in a geometrical perspective / Russell Davidson -- 6. Measuring earnings differentials with frontier functions and Rao distances / Uwe Jensen -- 7. First-order optimal predictive densities / J. M. Corcuera and F. Giummole -- 8. An alternative comparison of classical tests: assessing the effects of curvature / Kees Jan Van Garderen -- 9. Testing for unit roots in AR and MA models / Thomas J. Rothenberg -- 10. An elementary account of Amari's expected geometry / Frank Critchley, Paul Marriott and Mark Salmon. | |
| 650 | 0 | |a Econometrics. | |
| 650 | 0 | |a Geometry, Differential. | |
| 700 | 1 | |a Salmon, Mark. | |
| 700 | 1 | |a Marriott, Paul, |d 1961- | |
| 856 | 4 | 1 | |3 Sample text |u http://www.loc.gov/catdir/samples/cam032/99058375.html |
| 856 | 4 | 2 | |3 Publisher description |u http://www.loc.gov/catdir/description/cam0210/99058375.html |
| 856 | 4 | 1 | |3 Table of contents |u http://www.loc.gov/catdir/toc/cam021/99058375.html |
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