New Perspectives in Econometric Theory

Halbert White

in Books from Edward Elgar Publishing

Abstract: 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.

Keywords: Economics and Finance (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2004
ISBN: 9781843765868
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