Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588)
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scientific article; zbMATH DE number 6522145
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| English | Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso |
scientific article; zbMATH DE number 6522145 |
Statements
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (English)
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18 December 2015
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adaptive Lasso
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change point
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group fused Lasso
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panel data
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penalized least squares
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penalized GMM
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structural change
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0.8060424327850342
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0.7997522354125977
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0.7907434701919556
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0.7889472246170044
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0.7783000469207764
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