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portada Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes
Type
Physical Book
Publisher
Author
Year
2020
Language
English
Pages
168
Format
Hardcover
ISBN13
9789811220777
Categories

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

Qu Feng; Chihwa Kao (Author) · Wspc · Hardcover

Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes - Qu Feng; Chihwa Kao

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

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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