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An Econometrician’s Perspective on Big Data

^aDepartment of Economics, University of Southern California, Los Angeles;, Department of Quantitative Finance, National Tsing Hua University, Hsinchu; and WISE, Xiamen University, Xiamen

Essays in Honor of Cheng Hsiao

ISBN: 978-1-78973-958-9, eISBN: 978-1-78973-957-2

Publication date: 15 April 2020

Acknowledgements

Acknowledgments

I would like to thank T. Fomby and M. H. Pesaran for helpful comments and for calling my attention to some references and China NSF grant #71631004 for partial research support.

Citation

Hsiao, C. (2020), "An Econometrician’s Perspective on Big Data", Li, T., Pesaran, M.H. and Terrell, D. (Ed.) Essays in Honor of Cheng Hsiao (Advances in Econometrics, Vol. 41), Emerald Publishing Limited, Leeds, pp. 413-423. https://doi.org/10.1108/S0731-905320200000041009

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