New Perspectives in Econometric Theory: The Selected Works of Halbert White: v.2

ISBN-13: 9781843765868 / Angielski / Twarda / 2004 / 528 str.

Opis

This title 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 nonparametirc regression; instrumental variables and generalized method of moments estimation; and measurability an 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 should be useful to practitioners in the field.