Author : Halbert White
Publisher : Edward Elgar Publishing
ISBN 13 :
Total Pages : 536 pages
Book Rating : 4.3/5 ( download)
Book Synopsis New Perspectives in Econometric Theory by : Halbert White
Download or read book New Perspectives in Econometric Theory written by Halbert White and published by Edward Elgar Publishing. This book was released on 2004 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.