Applications of differential geometry to econometrics /
Gardado en:
| Outros autores: | , |
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| Formato: | Libro |
| Idioma: | English |
| Publicado: |
New York :
Cambridge University Press,
2000.
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| Subjects: | |
| Acceso en liña: | Sample text Publisher description Table of contents |
Table of Contents:
- 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.