High-Dimensional Econometrics and Identification
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Book Overview In many applications of econometrics and economics, a large proportion of the questions of interest are identification. An economist may ...
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.
Book Details Format: Hardcover | Pages: 164 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9811200157
FormatHardcover
Pages164
LanguageEnglish
ISBN9811200157
EAN9789811200151
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
Edition1
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight0.91 Pounds
Length9.0 Inches
Width6.0 Inches
Height0.44 Inches
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