Variable selection in panel models with breaks
Simon C. Smith, Allan Timmermann, Yinchu Zhu
| Year of publication: |
2019
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|---|---|
| Authors: | Smith, Simon C. ; Timmermann, Allan ; Zhu, Yinchu |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 212.2019, 1, p. 323-344
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| Subject: | Bayesian analysis | Firms’ choice of capital structure | High-dimensional modeling | Panel data | Structural breaks | Variable selection | Panel | Panel study | Strukturbruch | Structural break | Kapitalstruktur | Capital structure | Theorie | Theory | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.04.033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012303949