High-dimensional Econometrics And Identification
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A01=Chihwa Kao
A01=Long Liu
Author_Chihwa Kao
Author_Long Liu
Autocorrelation Parameter
Category=KCH
Dynamic Linear Panels
Econometrics
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
High-Dimensional Data
High-Dimensional Econometrics
Identification
Incidental Parameters
Large Dimensional
Large Panel
Panel Data
Panel Data Model
Panel Spurious Regressions
Statistics
True Signal
Product details
- ISBN 9789811200151
- Publication Date: 24 Apr 2019
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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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.
