UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (Q5378498)
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scientific article; zbMATH DE number 7061149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS |
scientific article; zbMATH DE number 7061149 |
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UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (English)
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31 May 2019
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oracle inequalities
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Lasso
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asymptotic covariance matrix
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robust
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