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Advances in Econometric Theory

The Selected Works of Halbert White
Economists of the Twentieth Century series
Halbert White, Professor of Economics, University of California, San Diego, US
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.
Extent: 480 pp
Hardback Price: £99.00 Online: £89.10
Publication Date: 1998
ISBN: 978 1 85898 222 9
Availability: In Stock
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  • Economics and Finance
  • Econometrics
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.
‘Many of these papers are must reads for anyone interested in research on misspecification in econometric models.’
– Journal of the American Statistical Association
Contents: 1. Specification Analysis 2. Specification Testing 3. Encompassing and Cox Tests 4. Model Selection Name Index