Description

New 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.

New Perspectives in Econometric Theory: The Selected Works of Halbert White, Volume Two

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Hardback by Halbert White

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New Perspectives in Econometric Theory comprises specially selected papers by Halbert White which reflect his research in a variety of... Read more

    Publisher: Edward Elgar Publishing Ltd
    Publication Date: 25/02/2004
    ISBN13: 9781843765868, 978-1843765868
    ISBN10: 1843765861

    Number of Pages: 528

    Non Fiction , Business, Finance & Law

    Description

    New 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.

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