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 few. In this book,High Dimensional Econometrics and Identification, we illustrate the true signal and, hence, identification can be recovered even with noisy data in high-dimensional data, e.g., large panels. High-dimensional data in econometrics is the rule rather than the exception. One of the tools to analyze large, high-dimensional data is the panel data model.
High Dimensional Econometrics and Identificationgrew out of research work on the identification and high-dimensional econometrics that we have collaborated on over the years, and it aims to provide an up-to-date presentation of the issues of identification and high-dimensional econometrics, as well as insights into the use of these results in empirical studies. This book is designed for high-level graduate courses in econometrics and statistics, as well as used as a reference for researchers.
Panel Data Model with Stationary and Nonstationary Regressors and Error Terms
Panel Time Trend Model with Stationary and Nonstationary Error Terms
Estimation of Change Points in Stationary and Nonstationary Regressors and Error Term
Weak Instruments in Panel Data Models
Incidental Parameters Problem in Panel Data Models
Readership: Graduate and researchers in the field of econometrics and economics.
The Economics Department is happy to welcome four faculty who joined UConn at the beginning of the Fall Semester. Chihwa (Duke) Kao, formerly at Syracuse University, joined the economics department as its new Department Head. Kao is a renowned econometrician working on time series and panel data topics.
Jungbin Hwang also joined the faculty as an Assistant Professor this Fall after completing his Ph.D. at the University of California San Diego. Hwang is also an econometrician working on panel data and time series topics.
Hyun Lee also joins the faculty as an Assistant Professor after completing his Ph.D. at the University of Chicago. Hyun is a macroeconomist who works on topics related to economic growth and policy analysis.
Patricia Ritter joins the faculty as an Assistant Professor following completion of her Ph.D. at the University of Chicago. Dr. Ritter works on topics at the intersection of development and health.