High-dimensional Econometrics And Identification

Chihwa Kao, Long Liu (Autoren)

Buch | Hardcover

180 Seiten

2019
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-12-0015-1 (ISBN)

Infos

In many applications of econometrics and economics, a large proportion of the questions of interest are identification. An economist may be interested in uncovering the true signal when the data could be very noisy, such as time-series spurious regression and weak instruments problems, to name a few. In this book, High-Dimensional Econometrics and Identification, we illustrate the true signal and, hence, identification can be recovered even with noisy data in high-dimensional data, e.g., large panels. High-dimensional data in econometrics is the rule rather than the exception. One of the tools to analyze large, high-dimensional data is the panel data model.High-Dimensional Econometrics and Identification grew out of research work on the identification and high-dimensional econometrics that we have collaborated on over the years, and it aims to provide an up-todate presentation of the issues of identification and high-dimensional econometrics, as well as insights into the use of these results in empirical studies. This book is designed for high-level graduate courses in econometrics and statistics, as well as used as a reference for researchers.

Produkt-Details

• Erscheinungsdatum: 09.05.2019
• Verlagsort: Singapore
• Sprache: englisch
• Themenwelt: Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
• ISBN-10: 981-12-0015-7 / 9811200157
• ISBN-13: 978-981-12-0015-1 / 9789811200151
• Zustand: Neuware