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  3. Applications of Differential Geometry to Econometrics
  • Cited by 11
Publisher:
Cambridge University Press
Online publication date:
March 2010
Print publication year:
2000
Online ISBN:
9780511660092
DOI:
https://doi.org/10.1017/CBO9780511660092
Subjects:
Economics, Econometrics and Mathematical Methods
Information

Book description

Although 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.

Reviews

"I strongly recommend [this book] for computational minded statisticians and economists." J. Statist. Comput. Simul.

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