Open AccessShrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso
Author(s) -
Junhui Qian,
Liangjun Su
Publication year - 2014
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2417560
Subject(s) - shrinkage , lasso (programming language) , group (periodic table) , estimation , panel data , econometrics , computer science , statistics , mathematics , engineering , physics , world wide web , systems engineering , quantum mechanics
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