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Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects - MaRDI portal

Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129)

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scientific article; zbMATH DE number 6918343
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Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
scientific article; zbMATH DE number 6918343

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    Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (English)
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    15 August 2018
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    B-spline
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    GMM
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    instrument matrix
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    SCAD penalty
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    variable selection
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