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Large-dimensional panel data econometrics[electronic resource] :testing, estimation and structural changes /

纪录类型:	书目-电子资源 : Monograph/item
[NT 15000414] null:	330.015195
[NT 47271] Title/Author:	Large-dimensional panel data econometrics : testing, estimation and structural changes // by Qu Feng, Chihwa Kao.
作者:	Feng, Qu.
[NT 51406] other author:	Kao, Chihwa.
出版者:	Singapore : : World Scientific,, c2021.
面页册数:	1 online resource (x, 156 p.)
标题:	Econometrics.
标题:	Panel analysis.
ISBN:	9789811220784
[NT 15000227] null:	Includes bibliographical references and index.
[NT 15000228] null:	Preface -- About the authors -- Introduction -- Tests for cross-sectional dependence in fixed effects panel data models -- Factor augmented panel data regression models -- Structural changes in panel data models -- Latent-grouped structure in panel data models -- Bibliography -- Index.
[NT 15000229] null:	"This book aims to fill the gap between panel data econometrics textbooks, and the latest development on "big data", especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field"--Publisher's website.
电子资源:	https://www.worldscientific.com/worldscibooks/10.1142/11842#t=toc

Large-dimensional panel data econometrics[electronic resource] :testing, estimation and structural changes /
Feng, Qu.

Large-dimensional panel data econometricstesting, estimation and structural changes /[electronic resource] :by Qu Feng, Chihwa Kao. - 1st ed. - Singapore :World Scientific,c2021. - 1 online resource (x, 156 p.)

Includes bibliographical references and index.

Preface -- About the authors -- Introduction -- Tests for cross-sectional dependence in fixed effects panel data models -- Factor augmented panel data regression models -- Structural changes in panel data models -- Latent-grouped structure in panel data models -- Bibliography -- Index.

"This book aims to fill the gap between panel data econometrics textbooks, and the latest development on "big data", especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field"--Publisher's website.

Mode of access: World Wide Web.

ISBN: 9789811220784Subjects--Topical Terms:

186734
Econometrics.

LC Class. No.: HB139 / .F46 2021

Dewey Class. No.: 330.015195

Large-dimensional panel data econometrics[electronic resource] :testing, estimation and structural changes /
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020 $z 9789811220777 $q (hbk.)
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245 1 0 $a Large-dimensional panel data econometrics $h [electronic resource] : $b testing, estimation and structural changes / $c by Qu Feng, Chihwa Kao.
250 $a 1st ed.
260 $a Singapore : $b World Scientific, $c c2021.
300 $a 1 online resource (x, 156 p.)
504 $a Includes bibliographical references and index.
505 0 $a Preface -- About the authors -- Introduction -- Tests for cross-sectional dependence in fixed effects panel data models -- Factor augmented panel data regression models -- Structural changes in panel data models -- Latent-grouped structure in panel data models -- Bibliography -- Index.
520 $a "This book aims to fill the gap between panel data econometrics textbooks, and the latest development on "big data", especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field"--Publisher's website.
538 $a Mode of access: World Wide Web.
538 $a System requirements: Adobe Acrobat Reader.
588 $a Description based on print version record.
650 0 $a Econometrics. $3 186734
650 0 $a Panel analysis. $3 642576
700 1 $a Kao, Chihwa. $3 710517
856 4 0 $u https://www.worldscientific.com/worldscibooks/10.1142/11842#t=toc