OLS with multiple high dimensional category variables
From MaRDI portal
Publication:76024
DOI10.1016/j.csda.2013.03.024zbMath1471.62072OpenAlexW2083592234MaRDI QIDQ76024
Publication date: October 2013
Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2013.03.024
panel dataalternating projectionsKaczmarz methodtwo-way fixed effectsfixed effect estimatorhigh-dimensional category variablesmultiple fixed effects
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Cites Work
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