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Applications of Differential Geometry to Econometrics

Applications of Differential Geometry to Econometrics

by Paul Marriott and Mark Salmon
Hardback
Publication Date: 31/08/2000

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Although geometry has always aided intuition in econometrics, it is only recently that 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. 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 topics covered in the following chapters demonstrate the power of the geometric method to provide practical solutions and insight into problems of econometric inference.
ISBN:
9780521651165
9780521651165
Category:
Econometrics
Format:
Hardback
Publication Date:
31-08-2000
Language:
English
Publisher:
Cambridge University Press
Country of origin:
United Kingdom
Pages:
336
Dimensions (mm):
236x158x28mm
Weight:
0.67kg

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