Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645)
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scientific article; zbMATH DE number 6515273
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| English | Shrinkage estimation of dynamic panel data models with interactive fixed effects |
scientific article; zbMATH DE number 6515273 |
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Shrinkage estimation of dynamic panel data models with interactive fixed effects (English)
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2 December 2015
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adaptive Lasso
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dynamic panel
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factor selection
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group Lasso
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interactive fixed effects
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oracle property
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selection consistency
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0.8283625245094299
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0.7767224907875061
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0.7763639092445374
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0.776333749294281
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0.7754564881324768
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