High-dimensional econometrics and id...
Kao, Chihwa.

 

  • High-dimensional econometrics and identification[electronic resource] /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    杜威分類號: 330.01/5195
    書名/作者: High-dimensional econometrics and identification/ Chihwa Kao, Long Liu.
    作者: Kao, Chihwa.
    其他作者: Liu, Long.
    出版者: Singapore : : World Scientific Publishing,, c2019.
    面頁冊數: 1 online resource (180 p.) : : ill. (some col.)
    標題: Econometrics.
    標題: Identification.
    ISBN: 9789811200168
    書目註: Includes bibliographical references (p. 155-162) and index.
    摘要、提要註: "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."--
    電子資源: https://www.worldscientific.com/worldscibooks/10.1142/11273#t=toc
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