portada High-Dimensional Econometrics and Identification (en Inglés)

High-Dimensional Econometrics and Identification (en Inglés)

Formato

Libro Físico

Autor

Chihwa Kao

Long Liu

Editorial

World Scientific Publishing Company

Idioma

Inglés

N° páginas

180

Encuadernación

Tapa Dura

Dimensiones

22.9x15.2x1.1 cm

Peso

0.41 kg.

ISBN13

9789811200151

Categorías

Econometría

High-Dimensional Econometrics and Identification (en Inglés)

Chihwa Kao (Autor) · Long Liu (Autor) · World Scientific Publishing Company · Tapa Dura

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Reseña del libro "High-Dimensional Econometrics and Identification (en Inglés)"

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.