Anders Bredahl Kock

Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Econometrics
Issue number1
Pages (from-to)71-85
Number of pages15
Publication statusPublished - Nov 2016

    Research areas

  • Panel data, Lasso, Oracle inequality, Sup-norm bounds, High-dimensional models, Weak sparsity, Correlated random effects, Mundlak-Chamberlain, Variable selection, Uniform inference, PENALIZED LIKELIHOOD, QUANTILE REGRESSION, DANTZIG SELECTOR, LASSO, ESTIMATORS, SHRINKAGE

See relations at Aarhus University Citationformats

ID: 110744132