Applications of Differential Geometry to Econometrics
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11

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Published By Cambridge University Press

9780521651165, 9780511660092, 9780521178297

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometric approach

Applications of Differential Geometry to Econometrics ◽

10.1017/cbo9780511660092.004 ◽

2000 ◽

pp. 85-118

Author(s):

Grant Hillier ◽

Ray O'Brien

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Regression Models ◽

Geometric Approach ◽

Likelihood Estimator ◽

Exponential Regression

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Empirical likelihood estimation and inference

Applications of Differential Geometry to Econometrics ◽

10.1017/cbo9780511660092.005 ◽

2000 ◽

pp. 119-150 ◽

Author(s):

Richard J. Smith

Keyword(s):

Empirical Likelihood ◽

Likelihood Estimation

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An introduction to differential geometry in econometrics

Applications of Differential Geometry to Econometrics ◽

10.1017/cbo9780511660092.002 ◽

2000 ◽

pp. 7-63 ◽

Author(s):

Paul Marriott ◽

Mark Salmon

Keyword(s):

Differential Geometry

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An alternative comparison of classical tests: assessing the effects of curvature

Applications of Differential Geometry to Econometrics ◽

10.1017/cbo9780511660092.009 ◽

2000 ◽

pp. 230-280 ◽

Author(s):

Kees Jan Van Garderen

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Editors' introduction

Applications of Differential Geometry to Econometrics ◽

10.1017/cbo9780511660092.001 ◽

2000 ◽

pp. 1-6

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Nested models, orthogonal projection and encompassing

Applications of Differential Geometry to Econometrics ◽

10.1017/cbo9780511660092.003 ◽

2000 ◽

pp. 64-84 ◽

Author(s):

Maozu Lu ◽

Grayham E. Mizon

Keyword(s):

Orthogonal Projection ◽

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First-order optimal predictive densities

Applications of Differential Geometry to Econometrics ◽

10.1017/cbo9780511660092.008 ◽

2000 ◽

pp. 214-229 ◽

Author(s):

J.M. Corcuera ◽

F. Giummolè

Keyword(s):

First Order ◽

Predictive Densities

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Testing for unit roots in AR and MA models

Applications of Differential Geometry to Econometrics ◽

10.1017/cbo9780511660092.010 ◽

2000 ◽

pp. 281-293 ◽

Author(s):

Thomas J. Rothenberg

Keyword(s):

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Efficiency and robustness in a geometrical perspective

Applications of Differential Geometry to Econometrics ◽

10.1017/cbo9780511660092.006 ◽

2000 ◽

pp. 151-183 ◽

Author(s):

Russell Davidson

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An elementary account of Amari's expected geometry

Applications of Differential Geometry to Econometrics ◽

10.1017/cbo9780511660092.011 ◽

2000 ◽

pp. 294-315

Author(s):

Frank Critchley ◽

Paul Marriott ◽

Mark Salmon

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