Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
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Publication:311643
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3938400 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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- Econometric analysis of cross section and panel data.
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- Invertibility conditions for block matrices and estimates for norms of inverse matrices
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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- On the Pooling of Time Series and Cross Section Data
- Oracle efficient variable selection in random and fixed effects panel data models
- Panel Data Econometrics
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- Quantile regression for longitudinal data
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Cited in
(11)- Multiway Cluster Robust Double/Debiased Machine Learning
- Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm
- Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
- Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence
- Rejoinder
- Generalized linear models with structured sparsity estimators
- Oracle efficient variable selection in random and fixed effects panel data models
- Variable selection in heterogeneous panel data models with cross‐sectional dependence
- Wild bootstrap inference for penalized quantile regression for longitudinal data
- Machine learning panel data regressions with heavy-tailed dependent data: theory and application
- POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA
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