Model detection and estimation for varying coefficient panel data models with fixed effects

DOI10.1016/j.csda.2020.107054OpenAlexW3046048354MaRDI QIDQ830568

Feng Li, Wenqi He, San Ying Feng

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.107054

zbMATH Keywords

panel dataoracle propertycombined penalizationmodel detectionvarying coefficient modelfixed effect

Mathematics Subject Classification ID

Statistics (62-XX)

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