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

From MaRDI portal
Revision as of 10:48, 8 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article; zbMATH DE number 7481020
Language Label Description Also known as
English
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency
scientific article; zbMATH DE number 7481020

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references