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subject:"Panel"
~isPartOf:"Econometric reviews"
~person:"Bai, Jushan"
~source:"econis"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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Selecting the regularization parameters in high-dimensional panel data models : consistency and efficiency
Ando, Tomohiro
;
Bai, Jushan
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 183-211
Persistent link: https://www.econbiz.de/10012038541
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