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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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