Shrinkage estimation of dynamic panel data models with interactive fixed effects
type: Item
instance of: scholarly article
title: Shrinkage estimation of dynamic panel data models with interactive fixed effects
zbMATH Open document ID: 1419.62516
author: Xun Lu
author: Liangjun Su
published in: Journal of Econometrics
publication date: 2015-12-02T00:00:00Z
full work available at URL: https://ink.library.smu.edu.sg/soe_research/1714
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6515273
zbMATH Keywords: adaptive Lasso
zbMATH Keywords: dynamic panel
zbMATH Keywords: factor selection
zbMATH Keywords: group Lasso
zbMATH Keywords: interactive fixed effects
zbMATH Keywords: oracle property
zbMATH Keywords: selection consistency
MaRDI profile type: Publication
OpenAlex ID: W2136891992
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DOI: 10.1016/J.JECONOM.2015.09.005
description: scientific article; zbMATH DE number 6515273