Shrinkage estimation of panel data models with interactive effects

DOI10.1016/J.ECONLET.2021.110228zbMath1478.62202OpenAlexW4200206689MaRDI QIDQ2070001

Xingyi Chen, Jufang Liang, Haiqi Li

Publication date: 21 January 2022

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.110228

zbMATH Keywords

fixed effectsshrinkage estimatorHausman testinteractive effectsadditive effects

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20)

Cites Work

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