ISBN:
9783031498497
Language:
English
Pages:
1 Online-Ressource (XXI, 551 p. 16 illus.)
Edition:
2nd ed. 2024.
Series Statement:
Advanced Studies in Theoretical and Applied Econometrics 54
Parallel Title:
Erscheint auch als
Parallel Title:
Erscheint auch als
Parallel Title:
Erscheint auch als
Parallel Title:
Erscheint auch als The Econometrics of Multi-dimensional Panels
Keywords:
Panel
;
Big Data
;
Ökonometrie
;
Theorie
;
Econometrics.
;
Game theory.
;
Statistics .
;
Social sciences
;
Quantitative research.
;
Panel data
;
Multi-dimensional data
;
Multi-dimensional panels
;
Econometric modeling
;
Big Data
;
Estimation
;
Hypothesis testing
;
Regression
;
Spatial panels
;
Partially penalized regression
;
Econometrics of panel data
;
Health economics
;
Machine Learning
;
Gravity Models
;
Aufsatzsammlung
Abstract:
Fixed Effects Models -- When and How Much Do Fixed Effects Matter?- Random Effects Models -- Estimation of Sparse Variance-Covariance Matrix -- Models with Endogenous Regressors -- Dynamic Models and Reciprocity -- Random Coefficients Models -- Nonparametric Models with Random Effects -- Nonparametric Models with Fixed Effects -- Multi-dimensional Panels in Quantile Regression Models -- Multi-dimensional Models for Spatial Panels -- The Econometrics of Gravity Models in International Trade -- Modelling Housing Using Multi-dimensional Panel Data -- Modelling Migration -- Multi-dimensional Panels in Health Economics with an Application on Antibiotic Consumption -- Can Machine Learning Beat Gravity in Flow Prediction?
Abstract:
This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. In light of the big data revolution and the emergence of higher dimensional panel data sets, it provides new results to synthesize existing knowledge on the field. The first, theoretical part of the volume is providing the econometric foundations to deal with these new high-dimensional panel data sets. It not only synthesizes our current knowledge, but mostly, presents new research results. The second empirical part of the book provides insight into the most relevant applications in this area. These chapters are a mixture of surveys and new results, always focusing on the econometric problems and feasible solutions. This second extended and revised edition provides an update of all existent chapters to reflect on new developments in the area as well as several new chapters on topics such as machine learning, nonparametric models, networks, and multi-dimensional panels in health economics. The book serves as a standard reference work, a textbook for graduate students in economics, and a source of background material for professionals conducting empirical studies.
DOI:
10.1007/978-3-031-49849-7
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