Selecting the regularization parameters in high-dimensional panel data models: consistency and efficiency (Q5034246)
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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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0.7844544649124146
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0.7720492482185364
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0.7706326246261597
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0.7685222029685974
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0.76821368932724
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