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Published by

World Scientific Publishing Co. Pte. Ltd.

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Library of Congress Cataloging-in-Publication Data

Names: Feng, Qu, author. | Kao, Chihwa, author.

Title: Large-dimensional panel data econometrics : testing, estimation and structural changes / Qu Feng, Nanyang Technological University, Singapore, Chihwa Kao, University of Connecticut, USA.

Description: USA : World Scientific, 2020. | Includes bibliographical references and index.

Identifiers: LCCN 2020026843 | ISBN 9789811220777 (hardcover) | ISBN 9789811220784 (ebook) | ISBN 9789811220791 (ebook other)

Subjects: LCSH: Econometrics. | Panel analysis.

Classification: LCC HB139 .F46 2020 | DDC 330.01/5195--dc23

LC record available at https://lccn.loc.gov/2020026843

British Library Cataloguing-in-Publication Data

A catalogue record for this book is available from the British Library.

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Large-Dimensional Panel Data Econometrics

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