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

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DOI

Original languageEnglish
JournalJournal of Econometrics
Volume195
Issue number1
Pages (from-to)71-85
Number of pages15
ISSN0304-4076
DOIs
StatePublished - 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

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