Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes

Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes

Qu, Feng
Kao, Chihwa

Hardcover

Economics

ISBN10: 9811220778
ISBN13: 9789811220777
Publisher: World Scientific Publishing Company
Published: Sep 17 2020
Pages: 168
Weight: 0.87
Height: 0.44 Width: 6.00 Depth: 9.00
Language: English
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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