Beschreibung
Produktdetails
Einband
Gebundene Ausgabe
Erscheinungsdatum
17.08.2020
Verlag
World Scientific PublishingSeitenzahl
168
Maße (L/B/H)
23.5/15.7/1.4 cm
Gewicht
403 g
Sprache
Englisch
ISBN
978-981-12-2077-7
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.
Noch keine Bewertungen vorhanden
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.