Large-Dimensional Panel Data Econometrics - Hardcover

Feng Qu

 
9789811220777: Large-Dimensional Panel Data Econometrics
Hardcover
ISBN 10: 9811220778 ISBN 13: 9789811220777
Publisher: World Scientific Pub Co Inc, 2020

Synopsis

This book aims to fill the gap between panel data econometrics textbooks, and the latest development on "big data", especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field.

"synopsis" may belong to another edition of this title.

Publisher
World Scientific Pub Co Inc
Publication date
2020
Language
English
ISBN 10 
9811220778
ISBN 13 
9789811220777
Binding
Hardcover
Number of pages
168