Shrinkage estimation of network spillovers with factor structured errors
Ayden Higgins, Federico Martellosio
| Year of publication: |
2023
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|---|---|
| Authors: | Higgins, Ayden ; Martellosio, Federico |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 233.2023, 1, p. 66-87
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| Subject: | Interactive fixed effects | High-dimensional estimation | Panel models | Penalised quasi-likelihood | Social network models | Soziales Netzwerk | Social network | Panel | Panel study | Schätztheorie | Estimation theory | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Statistischer Fehler | Statistical error |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.11.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014340929