{"product_id":"large-dimensional-panel-data-econometrics-testing-estimation-and-structural-changes-hardcover","title":"Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes - Hardcover","description":"\u003cp\u003eby \u003cb\u003eFeng Qu\u003c\/b\u003e (Author), \u003cb\u003eChihwa Kao\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis 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. \u003cem\u003eLarge-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes\u003c\/em\u003e also introduces new research questions and results in recent literature in this field.\u003c\/p\u003e\u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 168\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.44 x 9 x 6 IN\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e August 17, 2020\u003c\/div\u003e","brand":"Books by splitShops","offers":[{"title":"Default Title","offer_id":42102940827783,"sku":"9789811220777","price":126.36,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0601\/2623\/2711\/files\/f467b7a8b069558b2f05f8f37d2f55b9.webp?v=1732408824","url":"https:\/\/booksby.splitshops.com\/products\/large-dimensional-panel-data-econometrics-testing-estimation-and-structural-changes-hardcover","provider":"Books by splitShops","version":"1.0","type":"link"}