High-Dimensional Econometrics and Identification

Chihwa Kao and Long Liu
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Long Liu: The University of Texas at San Antonio, USA

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: High-Dimensional Econometrics and Identification

Keywords: Large Dimensional; Large Panel; Identification; High-Dimensional Econometrics; Econometrics; Statistics; True Signal; High-Dimensional Data; Panel Data Model; Panel Data; Panel Spurious Regressions; Autocorrelation Parameter; Dynamic Linear Panels; Incidental Parameters (search for similar items in EconPapers)
JEL-codes: C01 C1 (search for similar items in EconPapers)
Date: 2019
ISBN: 9789811200151
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Chapters in this book:

Ch 1 Panel Data Model with Stationary and Nonstationary Regressors and Error Terms , pp 1-34

Chihwa Kao and Long Liu

Ch 2 Panel Time Trend Model with Stationary and Nonstationary Error Terms , pp 35-56

Chihwa Kao and Long Liu

Ch 3 Estimation of Change Points in Stationary and Nonstationary Regressors and Error Term , pp 57-107

Chihwa Kao and Long Liu

Ch 4 Weak Instruments in Panel Data Models , pp 109-127

Chihwa Kao and Long Liu

Ch 5 Incidental Parameters Problem in Panel Data Models , pp 129-153

Chihwa Kao and Long Liu

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