Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 3 of 3 for “"High-dimensional Econometrics"”.
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High-dimensional econometrics and model selection
This dissertation consists of three chapters. Chapter 1 proposes a new method to solve the many moment problem: in Generalized Method of Moments (GMM), when the number of moment conditions is comparable to or larger than the sample size, the traditional methods lead to biased estimators. We propose …
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Three essays in econometrics
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2025-05-01
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Essays on structural changes in high dimensional econometric models
… on estimating and testing structural changes in high dimensional econometrics models. These essays are based on three working papers joint with Prof. Badi Baltagi and Prof. Chihwa Kao. The first essay considers estimating the date of a single common change in the regression coefficients of a …