High Dimensional Econometrics and Identification
Edition: First edition
Publisher: World Scientific Publishing Co. Pvt. Ltd.; World Scientific Pub Co Inc; WSPC
Published: March 28, 2019
Place of publication: ©2019
Language: eng
Format: Hardcover
Number of pages: 180
ISBN-13: 9789811200151
Copyright date: New Jersey, USA
Notes: 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-todate 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.

Includes bibliographical references and index.
Table of contents: title: --Panel data model with stationary and nonstationary regressors and error terms; title: -- Panel time trend model with stationary and nonstationary error terms; title: -- Estimation of change points in stationary and nonstationary regressors and error term; title: -- Weak instruments in panel data models; title: -- Incidental parameters problem in panel data models; title: -- Bibliography; title: -- Index.