Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645)
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scientific article; zbMATH DE number 6515273
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage estimation of dynamic panel data models with interactive fixed effects |
scientific article; zbMATH DE number 6515273 |
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Shrinkage estimation of dynamic panel data models with interactive fixed effects (English)
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2 December 2015
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adaptive Lasso
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dynamic panel
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factor selection
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group Lasso
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interactive fixed effects
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oracle property
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selection consistency
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