New Perspectives in Econometric Theory comprises specially selected papers by Halbert White which reflect his research in a variety of related areas in econometrics: heteroskedasticity of unknown form; nonlinear and nonparametric regression; instrumental variables and generalized method of...

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.