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The Econometrics of Multi-dimensional Panels : Theory and Applications /

This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. The last two decades or so, the use of panel data has become a standard in many areas of economic analysis. The available models formulations became more comple...

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Bibliographic Details
Corporate Authors: SpringerLink Online service
Group Author: Matyas, Laszlo
Published: Springer International Publishing : Imprint: Springer,
Publisher Address: Cham :
Publication Dates: 2017.
Literature type: eBook
Language: English
Series: Advanced Studies in Theoretical and Applied Econometrics, 50
Subjects:
Big data
Data mining
Game theory
Statistics
Econometrics
Economics
Statistics for Business/Economics/Mathematical Finance/Insurance
Data Mining and Knowledge Discovery
Big Data/Analytics
Game Theory, Economics, Social and Behav. Sciences
Statistical Theory and Methods
Online Access: http://dx.doi.org/10.1007/978-3-319-60783-2
Summary: This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. The last two decades or so, the use of panel data has become a standard in many areas of economic analysis. The available models formulations became more complex, the estimation and hypothesis testing methods more sophisticated. The interaction between economics and econometrics resulted in a huge publication output, deepening and widening immensely our knowledge and understanding in both. The traditional panel data, by nature, are two-dimensional. Latel
Carrier Form: 1 online resource (XIX, 263 pages).
ISBN: 9783319607832
Index Number: HB139
CLC: F224.0
Contents: Fixed Effects Models -- Random Effects Models -- Models with Endogenous Regressors -- Dynamic Models and Reciprocity -- Random Coefficients Models -- Discrete Response Models -- Nonparametric Models with Random Effects -- Multi-dimensional Panels in Quantile Regression Models -- Models for Spatial Panels -- Modelling in the Presence of Cross-sectional Error Dependence -- The Estimation of Gravity Models in International Trade -- Modelling Housing Using Multi-dimensional Panel Data -- Modelling Migration -- Modeling Heterogeneity in Country-Industry-Year Panel Data: Two Illustrative Econometr

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