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  • Search: subject:"Penalized principal component"
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Classifier Lasso 1 Cross-section dependence 1 Latent group patterns 1 Multivariate Analyse 1 Multivariate analysis 1 Nonstationarity 1 Panel 1 Panel study 1 Parameter heterogeneity 1 Penalized principal component 1 R&D spillover 1 Spillover effect 1 Spillover-Effekt 1 Theorie 1 Theory 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Huang, Wenxin 1 Jin, Sainan 1 Phillips, Peter C. B. 1 Su, Liangjun 1
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Journal of econometrics 1
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ECONIS (ZBW) 1
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Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin; Jin, Sainan; Phillips, Peter C. B.; Su, … - In: Journal of econometrics 221 (2021) 1, pp. 198-222
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