{"product_id":"large-dimensional-panel-data-econometrics-feng-qu-9789811220777","title":"Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes","description":"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. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Feng Qu, Chihwa Kao\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 9811220778\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9789811220777\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e World Scientific Publishing Company\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 09\/17\/2020\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 168\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.87lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 0.44d","brand":"Feng Qu","offers":[{"title":"Hardcover","offer_id":43983418360063,"sku":"9789811220777","price":78.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_d94a24b5-e5ec-4f73-b19a-92ca6a48fbe2.jpg?v=1683266527","url":"https:\/\/www.whiterainbookhouse.com\/products\/large-dimensional-panel-data-econometrics-feng-qu-9789811220777","provider":"WR Book House","version":"1.0","type":"link"}