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Item Details
Title: NEW PERSPECTIVES IN ECONOMETRIC THEORY
THE SELECTED WORKS OF HALBERT WHITE, VOLUME TWO
By: Halbert White
Format: Hardback

List price: £159.00


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ISBN 10: 1843765861
ISBN 13: 9781843765868
Publisher: EDWARD ELGAR PUBLISHING LTD
Pub. date: 25 February, 2004
Series: Economists of the Twentieth Century Series
Pages: 528
Description: This text comprises special selected papers by Halbert White which reflect his research in a variety of related areas in econometrics.
Synopsis: 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.
Publication: UK
Imprint: Edward Elgar Publishing Ltd
Returns: Returnable
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