Applications of Differential Geometry to

Differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the issues that 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 following chapters offer applications of geometric methods to practical solutions and offer insight into problems of econometric inference.

Introduction
An introduction to differential geometry
Orthogonal projection, nested models and encompassing
Exact properties of the maximum likelihood estimator in exponential regression models
Empirical likelihood estimation and inference
Measuring earnings differentials with frontier functions and Rao distances
First order predictive densities
An alternative comparison of classical tests: assessing the effects of curvature
Testing for unit roots in AR and MA Models
Efficiency and robustness in a geometrical perspective
Paramaterisations and transformations; An elementary introduction to Amari's differential geometry
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Applications of Differential Geometry to Econometrics

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