Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes

Abstract: Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes

Keywords: Correlated Effects; Factor Model; Iterated Principal Components; Structural Change; Common Break; Grouped Pattern; K-means; LASSO; Endogeneity (search for similar items in EconPapers)
JEL-codes: C01 (search for similar items in EconPapers)
Date: 2020
ISBN: 9789811220777
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https://www.worldscientific.com/worldscibooks/10.1142/11842 (text/html)
Ebook Access is available upon purchase

Chapters in this book:

Ch 1 Introduction , pp 1-5: Qu Feng and Chihwa Kao
Ch 2 Tests for Cross-Sectional Dependence in Fixed Effects Panel Data Models , pp 7-34: Qu Feng and Chihwa Kao
Ch 3 Factor-Augmented Panel Data Regression Models , pp 35-55: Qu Feng and Chihwa Kao
Ch 4 Structural Changes in Panel Data Models , pp 57-114: Qu Feng and Chihwa Kao
Ch 5 Latent-Grouped Structure in Panel Data Models , pp 115-143: Qu Feng and Chihwa Kao

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Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:11842

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