Applications of Differential Geometry to Econometrics
Book Details
Format
Paperback / Softback
ISBN-10
0521178290
ISBN-13
9780521178297
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Oct 27th, 2011
Print length
336 Pages
Weight
526 grams
Dimensions
15.40 x 22.90 x 2.10 cms
Product Classification:
EconometricsEconometrics and economic statistics
Ksh 7,750.00
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Differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the issues which can be hidden by algebraic development. Originally published in 2000, this volume was an early example of the application of these techniques to econometrics.
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.
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