04222nam a22006015i 4500 978-3-031-49849-7 DE-He213 20251030111410.0 cr nn 008mamaa 240201s2024 sz | s |||| 0|eng d 9783031498497 978-3-031-49849-7 10.1007/978-3-031-49849-7 doi HB139-141 KCH bicssc BUS021000 bisacsh KCH thema The Econometrics of Multi-dimensional Panels [electronic resource] : Theory and Applications / edited by Laszlo Matyas. 2nd ed. 2024. Cham : Springer International Publishing : Imprint: Springer, 2024. XXI, 551 p. 16 illus. online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Advanced Studies in Theoretical and Applied Econometrics, 2214-7977 ; 54 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? 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. Econometrics. 57695 Game theory. Statistics . 65982 Social sciences Mathematics. 69736 Quantitative research. Econometrics. 57695 Quantitative Economics. 70330 Game Theory. Statistics in Business, Management, Economics, Finance, Insurance. 69738 Mathematics in Business, Economics and Finance. 69739 Data Analysis and Big Data. Matyas, Laszlo. editor. edt http://id.loc.gov/vocabulary/relators/edt 70331 SpringerLink (Online service) Springer Nature eBook Printed edition: 9783031498480 Printed edition: 9783031498503 Printed edition: 9783031498510 Advanced Studies in Theoretical and Applied Econometrics, 2214-7977 ; 54 70332 https://doi.org/10.1007/978-3-031-49849-7 ZDB-2-ECF ZDB-2-SXEF 57414 57414