Shrinkage estimation of network spillovers with factor structured errors
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Publication:2688651
DOI10.1016/j.jeconom.2021.11.017OpenAlexW2971777534MaRDI QIDQ2688651
Federico Martellosio, Ayden Higgins
Publication date: 3 March 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.02823
high-dimensional estimationpanel modelsinteractive fixed effectspenalised quasi-likelihoodsocial network models
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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Cites Work
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