on systemic risk in a vast sample of countries during the observation period. By applying a combination of variable … selection techniques to 33 indicators that can potentially incentivize research on systemic risk, we find that low bank …

-dimensional variable selection problems. Most existing regularization methods assume that the predictors are directly observed and … method for generalized linear measurement error models. We show that the proposed approach yields a consistent variable … selection procedure and root-n consistent parameter estimators. Extensive finite sample simulation studies show that the …