Research related to high dimensional econometrics
This dissertation consists of three chapters related to high dimensional econometrics dealing with the estimation of nonlinear panel data models and networks models. The first chapter proposes a fixed effects expectation-maximization estimator for a class of nonlinear panel data models with unobs...
Main Author: | |
---|---|
Language: | en_US |
Published: |
2016
|
Subjects: | |
Online Access: | https://hdl.handle.net/2144/15991 |