High Dimensional Econometrics and Identification
Chihwa Kao, Long Liu · 2019
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About the book
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.
Book details
- Year
- 2019
- Language
- English
- Publisher
- World Scientific Publishing Co. Pvt. Ltd.
- Editions
- 1
- Pages
- 180
- ISBN
- 9789811200151
Data source: Wikidata