Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
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Publication:898588
DOI10.1016/j.jeconom.2015.09.004zbMath1390.62124OpenAlexW1867580323MaRDI QIDQ898588
Publication date: 18 December 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1745
panel datastructural changeadaptive Lassochange pointpenalized least squaresgroup fused Lassopenalized GMM
Ridge regression; shrinkage estimators (Lasso) (62J07) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)
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