Shrinkage estimation of network spillovers with factor structured errors (Q2688651)

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Shrinkage estimation of network spillovers with factor structured errors
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    Shrinkage estimation of network spillovers with factor structured errors (English)
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    3 March 2023
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    interactive fixed effects
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    high-dimensional estimation
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    panel models
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    penalised quasi-likelihood
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    social network models
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