Selecting the regularization parameters in high-dimensional panel data models : consistency and efficiency
Tomohiro Ando and Jushan Bai
| Year of publication: |
2018
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|---|---|
| Authors: | Ando, Tomohiro ; Bai, Jushan |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 1/5, p. 183-211
|
| Subject: | Endogeneity | factor models | heterogeneous coefficients | information criterion | penalized method | smoothly clipped absolute deviation (SCAD) | Panel | Panel study | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2015.1092822 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012038541