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

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

<p style="text-align:justify;"> In this paper we study high-dimensional correlated random effects panel data models. Our setting is useful as it allows including time invariant covariates as under random effects yet allows for correlation between covariates and unobserved heterogene...

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Príomhchruthaitheoir:	Kock, A
Formáid:	Journal article
Foilsithe / Cruthaithe:	Elsevier 2016

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