Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models

DOI10.1080/07350015.2022.2140667MaRDI QIDQ6190753

Zhong-yi Zhu, Wu Wang

Publication date: 6 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Homogeneity_and_Sparsity_Analysis_for_High_Dimensional_Panel_Data_Models/21401470

zbMATH Keywords

heterogeneitypanel datapenalized regressionADMM algorithmgroup detection

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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