Chihwa Kao – författare
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2 produkter
HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION
Av Chihwa Kao, Long Liu
Inbunden, 2019
1147 kr
Lägg i varukorg
In many applications of econometrics and economics, a large proportion of the questions of interest are identification. An economist may be interested in uncovering the true signal when the data could be very noisy, such as time-series spurious regression and weak instruments problems, to name a …
LARGE-DIMENSIONAL PANEL DATA ECONOMETRICS: TESTING, ESTIMATION AND STRUCTURAL CHANGES
Av Qu Feng, Chihwa Kao
Inbunden, 2020
1147 kr
Lägg i varukorg
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 …
