Applications of Differential Geometry to Econometrics

ISBN-13: 9780521178297 / Angielski / Miękka / 2011 / 336 str.

Paul Marriott; Mark Salmon

Opis

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 first to apply these techniques to econometrics. An introductory chapter provides a brief tutorial for those unfamiliar with the tools of differential geometry. The following chapters offer applications of geometric methods to practical solutions and offer insight into problems of econometric inference.