國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Large-dimensional panel data econome...

Feng, Qu.

Large-dimensional panel data econometricstesting, estimation and structural changes /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Large-dimensional panel data econometricsby Qu Feng, Chihwa Kao.
其他題名:	testing, estimation and structural changes /
作者:	Feng, Qu.
其他作者:	Kao, Chihwa.
出版者:	Singapore :World Scientific,c2021.
面頁冊數:	1 online resource (x, 156 p.)
標題:	Econometrics.
電子資源:	https://www.worldscientific.com/worldscibooks/10.1142/11842#t=toc
ISBN:	9789811220784$q(ebook)

Large-dimensional panel data econometricstesting, estimation and structural changes /
Feng, Qu.

Large-dimensional panel data econometricstesting, estimation and structural changes /[electronic resource] :by Qu Feng, Chihwa Kao. - 1st ed. - Singapore :World Scientific,c2021. - 1 online resource (x, 156 p.)

Includes bibliographical references and index.

Preface -- About the authors -- Introduction -- Tests for cross-sectional dependence in fixed effects panel data models -- Factor augmented panel data regression models -- Structural changes in panel data models -- Latent-grouped structure in panel data models -- Bibliography -- Index.

"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"--Publisher's website.

Mode of access: World Wide Web.

ISBN: 9789811220784$q(ebook)Subjects--Topical Terms:

182271
Econometrics.

LC Class. No.: HB139 / .F46 2021

Dewey Class. No.: 330.015195

Large-dimensional panel data econometricstesting, estimation and structural changes /
LDR:02103cmm a2200289 a 4500 001 605978
003 WSP
006 m o d
007 cr cnu---unuuu
008 211203s2021 si ob 001 0 eng d
010 $z 2020026843
020 $a 9789811220784$q(ebook)
020 $z 9789811220777$q(hbk.)
035 $a 00011842
040 $a WSPC $b eng $c WSPC
050 0 4 $a HB139 $b .F46 2021
082 0 4 $a 330.015195 $2 23
100 1 $a Feng, Qu. $3 902537
245 1 0 $a Large-dimensional panel data econometrics $h [electronic resource] : $b testing, estimation and structural changes / $c by Qu Feng, Chihwa Kao.
250 $a 1st ed.
260 $a Singapore : $b World Scientific, $c c2021.
300 $a 1 online resource (x, 156 p.)
504 $a Includes bibliographical references and index.
505 0 $a Preface -- About the authors -- Introduction -- Tests for cross-sectional dependence in fixed effects panel data models -- Factor augmented panel data regression models -- Structural changes in panel data models -- Latent-grouped structure in panel data models -- Bibliography -- Index.
520 $a "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"--Publisher's website.
538 $a Mode of access: World Wide Web.
538 $a System requirements: Adobe Acrobat Reader.
588 $a Description based on print version record.
650 0 $a Econometrics. $3 182271
650 0 $a Panel analysis. $3 182299
700 1 $a Kao, Chihwa. $3 873372
856 4 0 $u https://www.worldscientific.com/worldscibooks/10.1142/11842#t=toc