Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (Q5034246)
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scientific article; zbMATH DE number 7481020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency |
scientific article; zbMATH DE number 7481020 |
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Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (English)
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24 February 2022
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endogeneity
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factor models
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heterogeneous coefficients
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information criterion
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penalized method
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smoothly clipped absolute deviation (SCAD)
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