Square‐root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved heterogeneity

Jad Beyhum and Eric Gautier

Year of publication:	[2019]
Authors:	Beyhum, Jad ; Gautier, Eric
Publisher:	[Toulouse] : Toulouse School of Economics
Subject:	panel data \| interactive fixed effects \| factor models \| flexible unobserved heterogeneity \| nuclearnorm penalization \| unknown variance \| Panel \| Panel study \| Schätztheorie \| Estimation theory \| Faktorenanalyse \| Factor analysis \| Monte-Carlo-Simulation \| Monte Carlo simulation

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