Applications of Differential Geometry to Econometrics by Paul Marriott
Publisher: Cambridge University Press; 1 edition (September 18, 2000) | ISBN: 0521651166 | Pages: 336 | PDF | 2.89 MB
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.
