Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects (Q5378498)
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scientific article; zbMATH DE number 7061149
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| English | Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects |
scientific article; zbMATH DE number 7061149 |
Statements
UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (English)
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31 May 2019
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oracle inequalities
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Lasso
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asymptotic covariance matrix
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robust
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0.8369272947311401
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0.7893340587615967
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0.763792872428894
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0.7563419342041016
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