Estimation and variable selection for high-dimensional spatial dynamic panel data models
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A spatial dynamic panel data model with both time and individual fixed effects
- A stepwise regression method and consistent model selection for highdimensional sparse linear models
- An Exponential Family of Probability Distributions for Directed Graphs
- Analysis of Covariance with Qualitative Data
- Another look at the instrumental variable estimation of error-components models
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Dynamic spatial panel data models with common shocks
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Estimation Methods for Models of Spatial Interaction
- Estimation and model selection in general spatial dynamic panel data models
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
- Estimation of spatial autoregressive panel data models with fixed effects
- Estimation of unit root spatial dynamic panel data models
- Fixed-effects dynamic spatial panel data models and impulse response analysis
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Least squares estimation of spatial autoregressive models for large-scale social networks
- Linear Regression Limit Theory for Nonstationary Panel Data
- Model selection for high-dimensional linear regression with dependent observations
- Multivariate regression models for panel data
- Nearly unbiased variable selection under minimax concave penalty
- On model selection from a finite family of possibly misspecified time series models
- On the Pooling of Time Series and Cross Section Data
- Panel data models with spatially correlated error components
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
- Spatial dynamic panel data models with correlated random effects
- Spatial dynamic panel data models with interactive fixed effects
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and estimation for high-dimensional spatial autoregressive models
- Variable selection for high-dimensional regression models with time series and heteroscedastic errors
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
This page was built for publication: Estimation and variable selection for high-dimensional spatial dynamic panel data models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6193062)
