Nuclear norm regularized estimation of panel regression models

DOI10.1016/J.JECONOM.2026.106246MaRDI QIDQ7287042zbMATH OpenFDO

Authors Hyungsik Roger Moon, Martin Weidner

Publication date 23 June 2026

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2026.106246

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• A simple and computationally trivial estimator for grouped fixed effects models
• A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
• A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS
• Asymptotics of the principal components estimator of large factor models with weakly influential factors
• Decision Theory Applied to a Linear Panel Data Model
• Determining the Number of Factors in Approximate Factor Models
• Dynamic linear panel regression models with interactive fixed effects
• Eigenvalue ratio test for the number of factors
• Estimating Vector Autoregressions with Panel Data
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Estimation of high-dimensional low-rank matrices
• Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
• Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors
• GMM estimation of linear panel data models with time-varying individual effects
• Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
• High-dimensional latent panel quantile regression with an application to asset pricing
• High-dimensional VARs with common factors
• scientific article; zbMATH DE number 823379 (Why is no real title available?)
• scientific article; zbMATH DE number 6438182 (Why is no real title available?)
• Identifying latent structures in panel data
• Inference for low-rank models
• Linear regression for panel with unknown number of factors as interactive fixed effects
• Low-rank approximations of nonseparable panel models
• Matrix Completion Methods for Causal Panel Data Models
• Nonlinear factor models for network and panel data
• Nuclear norm regularized quantile regression with interactive fixed effects
• Panel data models with interactive fixed effects
• Panel data models with multiple time-varying individual effects
• Panel threshold models with interactive fixed effects
• Profile GMM estimation of panel data models with interactive fixed effects
• Rank regularized estimation of approximate factor models
• Shrinkage estimation of dynamic panel data models with interactive fixed effects
• Shrinkage estimation of high-dimensional factor models with structural instabilities
• Simultaneous analysis of Lasso and Dantzig selector
• Synthetic Control Estimation Beyond Comparative Case Studies: Does the Minimum Wage Reduce Employment?
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

This page was built for publication: Nuclear norm regularized estimation of panel regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7287042)