Applications of Differential Geometry to Econometrics
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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.
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Bibliographic InfoThis book is provided by Cambridge University Press in its series Cambridge Books with number 9780521651165 and published in 2000.
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- Michael Jansson, 2008.
"Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis,"
Econometric Society, vol. 76(5), pages 1103-1142, 09.
- 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.
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