Applications of Differential Geometry to Econometrics
Additional information is available for the following registered editor(s):
AbstractAlthough geometry has always aided intuition in econometrics, more recently differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the essential issues which can be hidden in an algebraic development of a problem. Originally published in 2000, this volume was an early example of the application of these techniques to econometrics. An introductory chapter provides a brief tutorial for those unfamiliar with the tools of Differential Geometry. The topics covered in the following chapters demonstrate the power of the geometric method to provide practical solutions and insight into problems of econometric inference.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoThis book is provided by Cambridge University Press in its series Cambridge Books with number 9780521651165 and published in 2000.
Contact details of provider:
Web page: http://www.cambridge.org
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Michael Jansson, 2007.
"Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis,"
CREATES Research Papers
2007-12, School of Economics and Management, University of Aarhus.
- Michael Jansson, 2008. "Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 76(5), pages 1103-1142, 09.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ruth Austin).
If references are entirely missing, you can add them using this form.