High-Dimensional Econometrics and Identification
Hardcover 280 pages English Mar 18, 2016
(No reviews yet)
Write a Review
Write a Review
World Scientific Publishing Company
High-Dimensional Econometrics and Identification
Millions of titlesEvery book you're looking for
Carbon-neutral shippingFree on orders over $39.99
Fast shipping worldwideDelivered to your door
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.
- Author:
- Scot R. Wheeler
- Publisher:
- World Scientific
- Publication Date:
- Mar 18, 2016
- Number of pages:
- 280 pages
- Language:
- English
- Binding:
- Hardcover
- ISBN-10:
- 9814678414
- ISBN-13:
- 9789814678414