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New Perspectives in Econometric Theory
The Selected Works of Halbert White, Volume Two
Seiten
2004
Edward Elgar Publishing Ltd (Verlag)
978-1-84376-586-8 (ISBN)
Edward Elgar Publishing Ltd (Verlag)
978-1-84376-586-8 (ISBN)
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.
The late Halbert White, formerly Professor of Economics, University of California, San Diego, US
Contents: Introduction Part I: Heteroskedasticity of Unknown Form in Linear Models Part II: Nonlinear and Nonparametric Regression Part III: Instrumental Variables and GMM Estimation Part IV: Measurability and Limit Theory Index
Erscheint lt. Verlag | 25.2.2004 |
---|---|
Reihe/Serie | Economists of the Twentieth Century series |
Verlagsort | Cheltenham |
Sprache | englisch |
Maße | 156 x 234 mm |
Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
ISBN-10 | 1-84376-586-1 / 1843765861 |
ISBN-13 | 978-1-84376-586-8 / 9781843765868 |
Zustand | Neuware |
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