Pages that link to "Item:Q5378498"
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The following pages link to UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (Q5378498):
Displaying 11 items.
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
- Unequal spacing in dynamic panel data: identification and estimation (Q503572) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm (Q4607391) (← links)
- THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842) (← links)
- Generalized linear models with structured sparsity estimators (Q6054394) (← links)
- Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (Q6067223) (← links)
- Indirect inference approach to estimating dynamic panel data models with irregular spacing (Q6093652) (← links)
- POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA (Q6098442) (← links)
- Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328) (← links)
- Multiway Cluster Robust Double/Debiased Machine Learning (Q6620927) (← links)
