High-dimensional Econometrics And Identification

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-to-date 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.

Product details

• Authors: Chihwa Kao, Chihwa Kao & Long Liu, Chihwa Kao, Long Liu, Long Liu
• Publisher: Ingram Publishers Services
• Languages: English
• Product format: Hardback
• Released: 31.05.2019
• EAN: 9789811200151
• ISBN: 978-981-1200-15-1
• Subjects: Social sciences, law, business > Business > Miscellaneous; BUSINESS & ECONOMICS / Statistics, BUSINESS & ECONOMICS / Econometrics, Econometrics, Econometrics and economic statistics