Models with Endogenous Regressors
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Balazsi, L. and Bun, M. and Chan, F. and Harris, M.N. 2017. Models with Endogenous Regressors. In The Econometrics of Multi-dimensional Panels Theory and Applications, 71-10. Switzerland: Springer.
The Econometrics of Multi-dimensional Panels Theory and Applications
School of Economics and Finance
This book is aimed at filling this widening gap. The first theoretical part of the volume is providing the econometric foundations to deal with these new high-dimensional panel data sets.