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High-dimensional Econometrics And Identification
Engelsk Hardback

High-dimensional Econometrics And Identification

Engelsk Hardback

762 kr
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Om denne bog

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.

Product detaljer
Sprog:
Engelsk
Sider:
180
ISBN-13:
9789811200151
Indbinding:
Hardback
Udgave:
ISBN-10:
9811200157
Udg. Dato:
24 apr 2019
Længde:
0mm
Bredde:
0mm
Højde:
0mm
Forlag:
World Scientific Publishing Co Pte Ltd
Oplagsdato:
24 apr 2019
Forfatter(e):
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