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Applications of Differential Geometry to Econometrics

Applications of Differential Geometry to Econometrics

Paperback

EconomicsGeometry

ISBN10: 0521178290
ISBN13: 9780521178297
Publisher: Cambridge University Press
Published: Oct 27 2011
Pages: 336
Weight: 1.09
Height: 0.75 Width: 6.00 Depth: 9.00
Language: English
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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Economics