High-dimensional econometrics and identification

DOI10.1142/11273MaRDI QIDQ5741940zbMATH OpenOpenAlexFDO

Authors Chihwa Kao, Long Liu

Publication date 16 May 2019

Full work available at URL https://doi.org/10.1142/11273

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Applications of statistics to economics (62P20)

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Cited in

(5)

• Endogeneity in high dimensions
• Identification theory for high dimensional static and dynamic factor models
• Econometric estimation with high-dimensional moment equalities
• Editorial: High dimensional problems in econometrics
• Large-dimensional panel data econometrics. Testing, estimation and structural changes

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