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Applications of differential geometry to econometrics

Applications of differential geometry to econometrics

Material type
단행본
Personal Author
Marriott, Paul 1961- Salmon, Mark.
Title Statement
Applications of differential geometry to econometrics / edited by Paul Marriott and Mark Salmon.
Publication, Distribution, etc
New York :   Cambridge University Press ,   2000.  
Physical Medium
viii, 324 p. : ill. ; 24 cm.
ISBN
0521651166 (hc.)
Content Notes
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. Giummole -- 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.
Bibliography, Etc. Note
Includes bibliographical references and index.
Subject Added Entry-Topical Term
Econometrics. Geometry, Differential.
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008 991109s2000 nyua b 001 0 eng
010 ▼a 99058375
020 ▼a 0521651166 (hc.)
040 ▼a DLC ▼c DLC ▼d UKM ▼d C#P ▼d VVC ▼d 211009
042 ▼a pcc
049 ▼l 111198313
050 0 0 ▼a HB139 ▼b .A68 2000
082 0 0 ▼a 330/.01/5195 ▼2 21
090 ▼a 330.015195 ▼b A652
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 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. Giummole -- 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.
650 0 ▼a Econometrics.
650 0 ▼a Geometry, Differential.
700 1 ▼a Marriott, Paul ▼d 1961-
700 1 ▼a Salmon, Mark.

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 330.015195 A652 Accession No. 111198313 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

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.


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