Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
Anders Bredahl Kock
| Year of publication: |
November 2016
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| Authors: | Kock, Anders Bredahl |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 195.2016, 1, p. 71-85
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| Subject: | Panel data | Lasso | Oracle inequality | Sup-norm bounds | High-dimensional models | Weak sparsity | Correlated random effects | Mundlak-Chamberlain | Variable selection | Uniform inference | Panel | Panel study | Theorie | Theory | Korrelation | Correlation | Mehrebenenanalyse | Multi-level analysis | Induktive Statistik | Statistical inference | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Stichprobenerhebung | Sampling | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.06.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011705233