Book contents
- Frontmatter
- Contents
- List of figures and tables
- List of contributors
- Editors' introduction
- 1 An introduction to differential geometry in econometrics
- 2 Nested models, orthogonal projection and encompassing
- 3 Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometric approach
- 4 Empirical likelihood estimation and inference
- 5 Efficiency and robustness in a geometrical perspective
- 6 Measuring earnings differentials with frontier functions and Rao distances
- 7 First-order optimal predictive densities
- 8 An alternative comparison of classical tests: assessing the effects of curvature
- 9 Testing for unit roots in AR and MA models
- 10 An elementary account of Amari's expected geometry
- Index
9 - Testing for unit roots in AR and MA models
Published online by Cambridge University Press: 09 March 2010
- Frontmatter
- Contents
- List of figures and tables
- List of contributors
- Editors' introduction
- 1 An introduction to differential geometry in econometrics
- 2 Nested models, orthogonal projection and encompassing
- 3 Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometric approach
- 4 Empirical likelihood estimation and inference
- 5 Efficiency and robustness in a geometrical perspective
- 6 Measuring earnings differentials with frontier functions and Rao distances
- 7 First-order optimal predictive densities
- 8 An alternative comparison of classical tests: assessing the effects of curvature
- 9 Testing for unit roots in AR and MA models
- 10 An elementary account of Amari's expected geometry
- Index
Summary
- Type
- Chapter
- Information
- Applications of Differential Geometry to Econometrics , pp. 281 - 293Publisher: Cambridge University PressPrint publication year: 2000
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