Pages that link to "Item:Q4917233"
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The following pages link to ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS (Q4917233):
Displaying 12 items.
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (Q5378498) (← links)
- Oracle Inequalities for Convex Loss Functions with Nonlinear Targets (Q5864505) (← links)
- Variable selection in heterogeneous panel data models with cross‐sectional dependence (Q6075180) (← links)
- Machine learning panel data regressions with heavy-tailed dependent data: theory and application (Q6090578) (← links)
- POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA (Q6098442) (← links)
- Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328) (← links)
