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.
Originally published in 2000, this volume was an early example of the application of differential geometry to econometrics.Reviews"I strongly recommend [this book] for computational minded statisticians and economists." J. Statist. Comput. Simul.
Book InformationISBN 9780521178297
Author Paul MarriottFormat Paperback
Page Count 336
Imprint Cambridge University PressPublisher Cambridge University Press
Weight(grams) 500g
Dimensions(mm) 229mm * 152mm * 19mm