Sparse estimation of huge networks with a block-wise structure
Year of publication: |
2017
|
---|---|
Authors: | Moscone, Francesco ; Tosetti, Elisa ; Vinciotti, Veronica |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 20.2017, 3, p. 61-85
|
Subject: | Block-wise dependence | Graphical LASSO | Graphical modelling | Panels | Spatial econometrics | Panel | Panel study | Ökonometrie | Econometrics | Deskriptive Statistik | Descriptive statistics | Modellierung | Scientific modelling | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Regionalökonomik | Regional economics |
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