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 ...
Read More
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.
Read Less
Add this copy of Advances in Econometric Theory: the Selected Works of to cart. $65.00, like new condition, Sold by La Playa Books rated 4.0 out of 5 stars, ships from San Diego, CA, UNITED STATES, published 1998 by Edward Elgar Publishing.
Add this copy of Advances in Econometric Theory the Selected Works of to cart. $132.30, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 1998 by Edward Elgar Publishing Ltd.
Add this copy of Advances in Econometric Theory the Selected Works of to cart. $137.90, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 1998 by Edward Elgar Publishing Ltd.
Add this copy of Advances in Econometric Theory: the Selected Works of.. to cart. $152.99, new condition, Sold by Media Smart rated 4.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES, published 1998 by Edward Elgar Publishing Ltd.
Add this copy of Advances in Econometric Theory: the Selected Works of to cart. $317.66, new condition, Sold by Kennys.ie rated 4.0 out of 5 stars, ships from Galway, IRELAND, published 1998 by Edward Elgar Publishing Ltd.
