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

From MaRDI portal

Jump to:navigation, search

Latest revision as of 07:29, 10 December 2024

scientific article

Language	Label	Description	Also known as
English	Shrinkage estimation of dynamic panel data models with interactive fixed effects	scientific article

Statements

scholarly article

0 references

Shrinkage estimation of dynamic panel data models with interactive fixed effects (English)

0 references

0 references

0 references

Journal of Econometrics

0 references

publication date

2 December 2015

0 references

full work available at URL

https://ink.library.smu.edu.sg/soe_research/1714

0 references

zbMATH Keywords

adaptive Lasso

0 references

dynamic panel

0 references

factor selection

0 references

group Lasso

0 references

interactive fixed effects

0 references

oracle property

0 references

selection consistency

0 references

MaRDI profile type

MaRDI publication profile

0 references

Eigenvalue Ratio Test for the Number of Factors

0 references

Inferential Theory for Factor Models of Large Dimensions

0 references

Panel Data Models With Interactive Fixed Effects

0 references

Efficient estimation of approximate factor models via penalized maximum likelihood

0 references

Determining the Number of Factors in Approximate Factor Models

0 references

Evaluating latent and observed factors in macroeconomics and finance

0 references

Least squares after model selection in high-dimensional sparse models

0 references

Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain

0 references

0 references

LASSO-TYPE GMM ESTIMATOR

0 references

An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag

0 references

Select the valid and relevant moments: an information-based Lasso for GMM with many moments

0 references

Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities

0 references

Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Endogeneity in high dimensions

0 references

Nonconcave penalized likelihood with a diverging number of parameters.

0 references

Asymptotic distribution of factor augmented estimators for panel regression

0 references

Determining the Number of Factors in the General Dynamic Factor Model

0 references

Variable selection via the weighted group lasso for factor analysis models

0 references

Asymptotic properties of bridge estimators in sparse high-dimensional regression models

0 references

Growth Empirics: A Panel Data Approach

0 references

A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence

0 references

A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets

0 references

Asymptotics for Lasso-type estimators.

0 references

ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS

0 references

Profile-kernel likelihood inference with diverging number of parameters

0 references

Analysis of interactive fixed effects dynamic linear panel regression with measurement error

0 references

MODEL SELECTION AND INFERENCE: FACTS AND FICTION

0 references

Sparse estimators and the oracle property, or the return of Hodges' estimator

0 references

On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding

0 references

ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION

0 references

AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS

0 references

Jackknife model averaging for quantile regressions

0 references

DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS

0 references

Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects

0 references

Estimation of random coefficients logit demand models with interactive fixed effects

0 references

Testing Hypotheses About the Number of Factors in Large Factor Models

0 references

Asymptotics of the principal components estimator of large factor models with weakly influential factors

0 references

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

0 references

Large panels with common factors and spatial correlation

0 references

Conditional independence, conditional mixing and conditional association

0 references

On Conditional Independence, Mixing, and Association

0 references

On the distribution of the adaptive LASSO estimator

0 references

TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS

0 references

Sieve estimation of panel data models with cross section dependence

0 references

Specification test for panel data models with interactive fixed effects

0 references

0 references

A note on adaptive group Lasso

0 references

Tuning parameter selectors for the smoothly clipped absolute deviation method

0 references

Consistent group selection in high-dimensional linear regression

0 references

Model Selection and Estimation in Regression with Grouped Variables

0 references

The Adaptive Lasso and Its Oracle Properties

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

10.1016/J.JECONOM.2015.09.005

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:894645

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q894645&oldid=38525623"