Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645): Difference between revisions

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-.1016/j.jeconom.2015.09.005
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+MaRDI publication profile
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+W2136891992
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+Eigenvalue Ratio Test for the Number of Factors
@@ Property / cites work: Eigenvalue Ratio Test for the Number of Factors / rank @@
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+Inferential Theory for Factor Models of Large Dimensions
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+Panel Data Models With Interactive Fixed Effects
@@ Property / cites work: Panel Data Models With Interactive Fixed Effects / rank @@
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+Efficient estimation of approximate factor models via penalized maximum likelihood
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+Determining the Number of Factors in Approximate Factor Models
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+Evaluating latent and observed factors in macroeconomics and finance
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+Least squares after model selection in high-dimensional sparse models
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+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
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+Q4671207
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+LASSO-TYPE GMM ESTIMATOR
@@ Property / cites work: LASSO-TYPE GMM ESTIMATOR / rank @@
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+An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag
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+Select the valid and relevant moments: an information-based Lasso for GMM with many moments
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+Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
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+Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Endogeneity in high dimensions
@@ Property / cites work: Endogeneity in high dimensions / rank @@
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Asymptotic distribution of factor augmented estimators for panel regression
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+Determining the Number of Factors in the General Dynamic Factor Model
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+Variable selection via the weighted group lasso for factor analysis models
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+Asymptotic properties of bridge estimators in sparse high-dimensional regression models
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+Growth Empirics: A Panel Data Approach
@@ Property / cites work: Growth Empirics: A Panel Data Approach / rank @@
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+A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence
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+A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
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+Asymptotics for Lasso-type estimators.
@@ Property / cites work: Asymptotics for Lasso-type estimators. / rank @@
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+ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS
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+Profile-kernel likelihood inference with diverging number of parameters
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+Analysis of interactive fixed effects dynamic linear panel regression with measurement error
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
@@ Property / cites work: MODEL SELECTION AND INFERENCE: FACTS AND FICTION / rank @@
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+Sparse estimators and the oracle property, or the return of Hodges' estimator
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+On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
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+ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
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+AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS
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+Jackknife model averaging for quantile regressions
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+DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
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+Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
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+Estimation of random coefficients logit demand models with interactive fixed effects
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+Testing Hypotheses About the Number of Factors in Large Factor Models
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+Asymptotics of the principal components estimator of large factor models with weakly influential factors
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Large panels with common factors and spatial correlation
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+Conditional independence, conditional mixing and conditional association
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+On Conditional Independence, Mixing, and Association
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+On the distribution of the adaptive LASSO estimator
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+TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
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+Sieve estimation of panel data models with cross section dependence
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+Specification test for panel data models with interactive fixed effects
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+Q4864293
@@ Property / cites work: Q4864293 / rank @@
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+A note on adaptive group Lasso
@@ Property / cites work: A note on adaptive group Lasso / rank @@
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+Consistent group selection in high-dimensional linear regression
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+Model Selection and Estimation in Regression with Grouped Variables
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+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
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+.1016/J.JECONOM.2015.09.005
@@ Property / DOI: 10.1016/J.JECONOM.2015.09.005 / rank @@
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+Publication:894645