Items related to Applications of Differential Geometry to Econometrics

Applications of Differential Geometry to Econometrics - Hardcover

 
9780521651165: Applications of Differential Geometry to Econometrics

Synopsis

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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Review

"I strongly recommend [this book] for computational minded statisticians and economists." J. Statist. Comput. Simul.

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