Sparse estimation of huge networks with a block‐wise structure

DOI10.1111/ectj.12078OpenAlexW2552242441MaRDI QIDQ5093964

Elisa Tosetti, Veronica Vinciotti, Francesco Moscone

Publication date: 2 August 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/ectj.12078

zbMATH Keywords

graphical Lassospatial econometricspanelsgraphical modellingblock-wise dependence

Mathematics Subject Classification ID

Statistics (62-XX)

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