New Perspectives in Econometric Theory Vol. 2The Selected Works of Halbert White |
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| Author:
| White, Halbert |
| Series title: | Economists of the Twentieth Century Ser. |
| ISBN: | 978-1-84376-586-8 |
| Publication Date: | Feb 2004 |
| Publisher: | Edward Elgar Publishing, Incorporated
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| Book Format: | Hardback |
| List Price: | USD $235.00 |
Book Description:
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New Perspectives in Econometric Theorycomprises specially selected papers by Halbert White which reflect his research in a variety of related areas in econometrics: heteroskedasticity of unknown form; nonlinear and nonparametric regression; instrumental variables and generalized method of moments estimation; and measurability and limit theory. In many instances, results from one paper provide the foundation for, or suggest new directions for, research taken up by others in the...
More Description New Perspectives in Econometric Theorycomprises specially selected papers by Halbert White which reflect his research in a variety of related areas in econometrics: heteroskedasticity of unknown form; nonlinear and nonparametric regression; instrumental variables and generalized method of moments estimation; and measurability and limit theory. In many instances, results from one paper provide the foundation for, or suggest new directions for, research taken up by others in the collection. The intent of collecting these papers together in the present volume, with new commentaries by the author, is to provide access both to a modern unified perspective for econometric theory and to a set of concepts and tools that will be useful to practitioners in the field.
As a companion to the first volume entitled Advances in Econometric Theory, this latest selection of Halbert White's work will appeal to academics and researchers in econometrics and economic theory.