Integrative Analysis for High-Dimensional Stratified Models (Q6069883): Difference between revisions

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+Common breaks in means and variances for panel data
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+Grouped effects estimators in fixed effects models
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+Grouped Patterns of Heterogeneity in Panel Data
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+Q5447115
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+Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Nonconcave Penalized Likelihood With NP-Dimensionality
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+Estimating a common deterministic time trend break in large panels with cross sectional dependence
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+Efficient estimation of heterogeneous coefficients in panel data models with common shocks
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+Pursuing Sources of Heterogeneity in Modeling Clustered Population
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+Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown
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+A unified approach to model selection and sparse recovery using regularized least squares
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+Large panels with common factors and spatial correlation
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+Transition Modeling and Econometric Convergence Tests
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+Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
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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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+Identifying latent grouped patterns in panel data models with interactive fixed effects
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+Identifying Latent Structures in Panel Data
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+Sparsity and Smoothness Via the Fused Lasso
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+Q5004055
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+High-dimensional integrative analysis with homogeneity and sparsity recovery
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+Model Selection and Estimation in Regression with Grouped Variables
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+Nearly unbiased variable selection under minimax concave penalty
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+A partially linear framework for massive heterogeneous data
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