Applications of Differential Geometry to Econometrics Book

	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