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Book Categories |
| List of figures and tables | ||
| List of contributors | ||
| Editor's introduction | 1 | |
| 1 | An introduction to differential geometry in econometrics | 7 |
| 2 | Nested models, orthogonal projection and encompassing | 64 |
| 3 | Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometric approach | 85 |
| 4 | Empirical likelihood estimation and inference | 119 |
| 5 | Efficiency and robustness in a geometrical perspective | 151 |
| 6 | Measuring earnings differentials with frontier functions and Rao distances | 184 |
| 7 | First-order optimal predictive densities | 214 |
| 8 | An alternative comparison of classical tests: assessing the effects of curvature | 230 |
| 9 | Testing for unit roots in AR and MA models | 281 |
| 10 | An elementary account of Amari's expected geometry | 294 |
| Index | 316 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Gilles Salmon
reviewed Applications of Differential Geometry to Econometrics on March 06, 2017
Applications of Differential Geometry to Econometrics
Though i am not so into stats, this book is excellent in understanding the mathematics of doing panel data analysis.
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Add Applications of Differential Geometry to Econometrics, Differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the issues that can be hidden in an algebraic development of a problem. This volume is the fi, Applications of Differential Geometry to Econometrics to the inventory that you are selling on WonderClubX
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Add Applications of Differential Geometry to Econometrics, Differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the issues that can be hidden in an algebraic development of a problem. This volume is the fi, Applications of Differential Geometry to Econometrics to your collection on WonderClub |
