Description
Book SynopsisNew Perspectives in Econometric Theory comprises 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.
Trade Review'The book presents an excellent overview of the research areas Halbert White has covered during this time [1980-1998], and it corresponds to the intention of the editors by collecting these papers to provide access to a modern unified perspective for econometric theory as well as to a set of concepts and tools that will be useful to practitioners.' -- Herbert S. Buscher, Zentralblatt MATH
Table of ContentsContents: Introduction Part I: Heteroskedasticity of Unknown Form in Linear Models Part II: Nonlinear and Nonparametric Regression Part III: Instrumental Variables and GMM Estimation Part IV: Measurability and Limit Theory Index
