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Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
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| Original language | English |
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| Journal | Journal of Econometrics |
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| Volume | 195 |
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| Issue number | 1 |
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| Pages (from-to) | 71-85 |
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| Number of pages | 15 |
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| ISSN | 0304-4076 |
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| DOIs | |
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| State | Published - Nov 2016 |
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- 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
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ID: 110744132