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.
| ISBN: | 9781843765868 |
| Publication date: | 25th February 2004 |
| Author: | Halbert White |
| Publisher: | Edward Elgar Publishing Ltd |
| Format: | Hardback |
| Pagination: | 528 pages |
| Series: | Economists of the Twentieth Century series |
| Genres: |
Econometrics and economic statistics |
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 features in the following genres: Econometrics and economic statistics
New Perspectives in Econometric Theory is available in Hardback
New Perspectives in Econometric Theory was written by Halbert White and published by Edward Elgar Publishing Ltd
New Perspectives in Econometric Theory has 528 pages
Yes it is part of Economists of the Twentieth Century series series