Large-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes - Feng (Ntu Qu

Large-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes - Bog af Feng (Ntu Qu - Hardback

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...