Advances in Econometric Theory

戟白色的选集

Economists of the Twentieth Century series

The late Halbert White, formerly 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.

‘Many of these papers are must reads for anyone interested in research on misspecification in econometric models.’
– Journal of the American Statistical Association