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020 _a1-85898-222-7
040 _cIZA
100 _aWhite, Halbert
_93755
245 0 _aAdvances in Econometric Theory: the Seleted Works of Halbert White
260 _c1998
_bE. Elgar,
_aNorthampton, MA,
300 _a458 pages
340 _hC2 46
440 _aEconomists ot the Twentieth Century
_95477
520 _aHalbert 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.
650 _aeconometrics
_94244
942 _cANTH
_2ddc