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 ...
Read More
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.
Read Less
Add this copy of Large-Dimensional Panel Data Econometrics: Testing, to cart. $65.38, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES.
Add this copy of Large-Dimensional Panel Data Econometrics: Testing, to cart. $67.85, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES.
Add this copy of Large-Dimensional Panel Data Econometrics: Testing, to cart. $82.27, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2020 by World Scientific Publishing Company.
Add this copy of Large-Dimensional Panel Data Econometrics: Testing, to cart. $84.28, new condition, Sold by Media Smart rated 4.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES.
