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Comments on “An Econometrician’s Perspective on Big Data” by Cheng Hsiao

aDepartment of Economics, Université Paris II, France

Essays in Honor of Cheng Hsiao

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

Publication date: 15 April 2020

Acknowledgements

Acknowlegments

I thank Cheng Hsiao and the editors, M. Hashem Pesaran, Tong Li, and Dek Terrell for inviting me to comment on Cheng Hsiao’s paper. I also thank Guy Lacroix and M. Hashem Pesaran for helpful comments and suggestions. I apologize to the (numerous) authors I do not cite. Due to space limitation, I only cite those that directly serve my purpose. The usual disclaimers apply.

Citation

Bresson, G. (2020), "Comments on “An Econometrician’s Perspective on Big Data” by Cheng Hsiao", 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. 431-443. https://doi.org/10.1108/S0731-905320200000041016

Publisher

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Emerald Publishing Limited

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