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.
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"I strongly recommend [this book] for computational minded statisticians and economists." J. Statist. Comput. Simul.
Book Description
Differential Geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the issues which 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.
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Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Inside This Book
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First Sentence:
In this introductory chapter we seek to cover sufficient differential geometry in order to understand its application to econometrics. Read the first page Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Annals of Statistics, Journal of Econometrics, Journal of the Royal Statistical Society, Econometric Theory, Generalized Method of Moments, Proof of Proposition, Institute of Mathematical Statistics, Observed Plot Natural, Differential-Geometrical Methods, Monte Carlo, Springer Verlag, Lecture Notes, References Amari, International Statistical Review, Review of Economic Studies, Academic Press, Annals of Mathematical Statistics, Discussion Paper, John Wiley, Kritik des Humankapitalansatzes, Oxford University Press, Present Only, Second Order Efficiency, Theorem Let New!
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Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
In this introductory chapter we seek to cover sufficient differential geometry in order to understand its application to econometrics. Read the first page Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Annals of Statistics, Journal of Econometrics, Journal of the Royal Statistical Society, Econometric Theory, Generalized Method of Moments, Proof of Proposition, Institute of Mathematical Statistics, Observed Plot Natural, Differential-Geometrical Methods, Monte Carlo, Springer Verlag, Lecture Notes, References Amari, International Statistical Review, Review of Economic Studies, Academic Press, Annals of Mathematical Statistics, Discussion Paper, John Wiley, Kritik des Humankapitalansatzes, Oxford University Press, Present Only, Second Order Efficiency, Theorem Let New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Citations (learn more)
This book cites 40
books:
See all 40 books this book cites
3
books
cite this book:
- Differential-Geometrical Methods in Statistics (Lecture Notes in Statistics 28) by Shun-ichi Amari on 7 pages
- Differential Geometry in Statistical Inference (IMS Lecture Notes--Monograph Series, Volume 10) by Shun-ichi Amari on 5 pages
- Inference and Asymptotics (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) by D.R. Cox on 4 pages
- Linear Models: Least Squares and Alternatives (Springer Series in Statistics) by C.R. Rao on page 149, page 183, and page 315
- Differential Geometry and Statistics (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) by M.K. Murray on page 63, page 183, and page 315
See all 40 books this book cites
- Simplicity, Inference and Modelling: Keeping it Sophisticatedly Simple by Arnold Zellner on page 289
- Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg by Donald W. K. Andrews on page 450
- Weighing the Odds: A Course in Probability and Statistics by David Williams in Back Matter
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