Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (Q5034246): Difference between revisions

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Latest revision as of 02:56, 28 July 2024

scientific article; zbMATH DE number 7481020
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English
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency
scientific article; zbMATH DE number 7481020

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    Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (English)
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    24 February 2022
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    endogeneity
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    factor models
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    heterogeneous coefficients
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    information criterion
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    penalized method
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    smoothly clipped absolute deviation (SCAD)
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