Applications of Differential Geometry to Econometrics
Language: English
Published by Cambridge University Press, 2000
- Hardcover
- New
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- Title
- Applications of Differential Geometry to Econometrics
- Publisher
- Cambridge University Press
- Publication year
- 2000
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0521651166
- ISBN 13
- 9780521651165
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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