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The Econometrics of Multi-dimensional Panels

Theory and Applications

  • Textbook
  • © 2024

Overview

  • 2nd revised and extended edition
  • Presents the econometric foundations and applications of multi-dimensional panels
  • Useful as a standard reference, textbook, and resource for professionals conducting empirical studies

Part of the book series: Advanced Studies in Theoretical and Applied Econometrics (ASTA, volume 54)

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Table of contents (16 chapters)

Keywords

About this book

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.



Editors and Affiliations

  • Department of Economics and Business, Central European University, Budapest, Hungary and Vienna, Austria

    Laszlo Matyas

About the editor

Laszlo Matyas is a well-known Hungarian-Australian economist/econometrician. He (co)authored and (co)edited several high impact publications in econometrics, mostly in the field of panel data. Currently he is a University Professor at the Central European University (CEU – Budapest, Hungary and Vienna, Austria). Earlier, among others, he worked as Senior Lecturer at Monash University (Melbourne, Australia), was the founding Director of the Institute for Economic Analysis (Budapest, Hungary), and also served as Provost of CEU.

 


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