LARGE-DIMENSIONAL PANEL DATA ECONOMETRICS: Testing, Estimation and Structural Changes - Hardcover

Feng Qu

 
9789811220777: LARGE-DIMENSIONAL PANEL DATA ECONOMETRICS: Testing, Estimation and Structural Changes
Hardcover
ISBN 10: 9811220778 ISBN 13: 9789811220777
Verlag: World Scientific, 2020

Inhaltsangabe

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.

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Verlag
World Scientific
Erscheinungsdatum
2020
Sprache
Englisch
ISBN 10 
9811220778
ISBN 13 
9789811220777
Einband
Gebundene Ausgabe
Anzahl der Seiten
168
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
GPSR Kontakt
gpsr@libri.de

Friedensallee 273
Hamburg
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Deutschland