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Applications of Differential Geometry to Econometrics by Marriott, Paul Marriott, Mark Salmon

Applications of Differential Geometry to Econometrics

by Marriott , Paul Marriott , Mark Salmon
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Book cover type: Paperback
  • ISBN13: 9780521178297
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Cambridge University Press
  • Publisher Imprint: Cambridge University Press
  • Publication Date:
  • Pages: 336
  • Original Price: GBP 42.0
  • Language: English
  • Edition: Reissue
  • Item Weight: 495 grams
  • BISAC Subject(s): Econometrics

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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