Advances in Econometric Theory: The Selected Works of Halbert White (Economists of the Twentieth Century series) - Image 1

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Edward Elgar Publishing Advances in Econometric Theory: The Selected Works of Halbert White (Economists of the Twentieth Century series)

Name: Advances in Econometric Theory: The Selected Works of Halbert White (Economists of the Twentieth Century series)
Brand: Edward Elgar Publishing
Price: 98.0 GBP
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Econometrics

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Description

Halbert White has made a major contribution to key areas of econometrics including specification analysis, specification testing, encompassing and Cox tests and model selection. This book presents his most important published work supplemented with new material setting his work in context. Together with new introductions to each of the chapters, the articles cover work from the early 1980s to 1996 and provide an excellent overview of the breadth of Professor White's work and the evolution of his ideas. Using rigorous mathematical techniques Halbert White develops many of the central themes in econometrics concerning models, data generating processes and estimation procedures. Throughout the book the unifying vision is that econometric models are only imperfect approximations to the processes generating economic data and that this has implications for the interpretation of estimates, inference and selection of econometric models. This unique collection of some of Halbert White's important work, not otherwise readily accessible, will be welcomed by researchers, graduates and academics in econometrics and statistics.

Product Specifications

Brand: Edward Elgar Publishing
Format: hardcover
ASIN: 1858982227
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 29 July 1998
Listed Since: 15 December 2006

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Edward Elgar Publishing Advances in Econometric Theory: The Selected Works of Halbert White (Economists of the Twentieth Century series)

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