Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
Year of publication: |
2019
|
---|---|
Authors: | Kock, Anders Bredahl ; Tang, Haihan |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 35.2019, 2, p. 295-359
|
Subject: | Panel | Panel study | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Momentenmethode | Method of moments |
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