Variable selection in heterogeneous panel data models with cross‐sectional dependence (Q6075180)
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scientific article; zbMATH DE number 7752740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable selection in heterogeneous panel data models with cross‐sectional dependence |
scientific article; zbMATH DE number 7752740 |
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Variable selection in heterogeneous panel data models with cross‐sectional dependence (English)
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20 October 2023
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bridge estimator
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cross-sectional dependence
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heterogeneous coefficients
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high-dimensional models
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oracle efficiency
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panel data
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