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.
General
Imprint: |
Edward Elgar Publishing Ltd
|
Country of origin: |
United Kingdom |
Series: |
Economists of the Twentieth Century series |
Release date: |
July 1998 |
Authors: |
Halbert White
|
Dimensions: |
234 x 156mm (L x W) |
Format: |
Hardcover
|
Pages: |
480 |
Edition: |
illustrated edition |
ISBN-13: |
978-1-85898-222-9 |
Categories: |
Books >
Business & Economics >
Economics >
Econometrics >
General
Promotions
|
LSN: |
1-85898-222-7 |
Barcode: |
9781858982229 |
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