HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION (eBook)

Chihwa Kao, Long Liu (Autoren)

eBook Download: EPUB

2019
180 Seiten
World Scientific Publishing Company (Verlag)
978-981-12-0017-5 (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

• Erscheint lt. Verlag: 5.4.2019
• Verlagsort: SG
• Sprache: englisch
• Themenwelt: Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
• ISBN-10: 981-12-0017-3 / 9811200173
• ISBN-13: 978-981-12-0017-5 / 9789811200175