Large-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes

Large-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes
Author :
Publisher : World Scientific
Total Pages : 167
Release :
ISBN-10 : 9789811220791
ISBN-13 : 9811220794
Rating : 4/5 (794 Downloads)

Book Synopsis Large-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes by : Feng Qu

Download or read book Large-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes written by Feng Qu and published by World Scientific. This book was released on 2020-08-24 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Large-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes Related Books

Large-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes
Language: en
Pages: 167
Authors: Feng Qu
Categories: Business & Economics
Type: BOOK - Published: 2020-08-24 - Publisher: World Scientific

DOWNLOAD EBOOK

This book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econ
High-dimensional Econometrics And Identification
Language: en
Pages: 179
Authors: Chihwa Kao
Categories: Business & Economics
Type: BOOK - Published: 2019-04-05 - Publisher: World Scientific

DOWNLOAD EBOOK

In many applications of econometrics and economics, a large proportion of the questions of interest are identification. An economist may be interested in uncove
Essays in Honor of Cheng Hsiao
Language: en
Pages: 427
Authors: Dek Terrell
Categories: Business & Economics
Type: BOOK - Published: 2020-04-15 - Publisher: Emerald Group Publishing

DOWNLOAD EBOOK

Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of
Analysis of Panel Data
Language: en
Pages: 563
Authors: Cheng Hsiao
Categories: Business & Economics
Type: BOOK - Published: 2014-11-24 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised fro
Time Series Econometrics
Language: en
Pages: 409
Authors: John D. Levendis
Categories: Business & Economics
Type: BOOK - Published: 2019-01-31 - Publisher: Springer

DOWNLOAD EBOOK

In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with example