New pespectives in economics theory
the selected works of Halbert White : volume two
- ISBN: 9781843765868
- Editorial: Edward Elgal Publishing Limited
- Fecha de la edición: 2004
- Lugar de la edición: Cheltenham. Reino Unido
- Colección: Economists of the twentieth century
- Encuadernación:
- Nº Pág.: 528
- Idiomas: Inglés
New perspectives in econometric theory comprises specielly selected papers by Halbert White which reflect his research in a variety of related areas in econometrics: heteroskedasticity of unknown form nonlinear an nonparametric regression; instrumental variables and generalized method of moments stimation; 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 theroy and to a set of concepts and tools that will be useful to practitioners in the field.
