Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects
Year of publication: |
2015-02
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Authors: | Lu, Xun ; Liangjun, Su |
Institutions: | School of Economics, Singapore Management University |
Subject: | Adaptive Lasso | Dynamic panel | Factor selection | Group Lasso | Interactive fixed effects | Oracle property | Selection consistency |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in SMU Economics and Statistics Working Paper Series Number 02-2015 95 pages |
Classification: | C13 - Estimation ; C23 - Models with Panel Data ; C51 - Model Construction and Estimation |
Source: |
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Shrinkage estimation of dynamic panel data models with interactive fixed effects
Lu, Xun, (2016)
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Identifying Latent Structures in Panel Data
Su, Liangjun, (2014)
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Identifying Latent Structures in Panel Data
Su, Liangjun, (2014)
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Lewbel, Arthur, (2014)
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Nonparametric dynamic panel data models : Kernel estimation and specification testing
Su, Liangjun, (2013)
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Lewbel, Arthur, (2012)
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