Nuclear Norm Regularized Estimation of Panel Regression Models

25 October 2018

Papers citing "Nuclear Norm Regularized Estimation of Panel Regression Models"

8 / 8 papers shown

Title
The boosted HP filter is more general than you might think Ziwei Mei P. Phillips Zhentao Shi 11 7 0 20 Sep 2022
A Unified Framework for Estimation of High-dimensional Conditional Factor Models Qihui Chen 24 1 0 01 Sep 2022
Learning Treatment Effects in Panels with General Intervention Patterns Vivek F. Farias Andrew A. Li Tianyi Peng CML 11 10 0 05 Jun 2021
Factor and factor loading augmented estimators for panel regression Jad Beyhum Eric Gautier 16 9 0 05 Oct 2020
Recent Developments on Factor Models and its Applications in Econometric Learning Jianqing Fan Kunpeng Li Yuan Liao 17 15 0 21 Sep 2020
High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing A. Belloni Mingli Chen Oscar Hernan Madrid Padilla Zixuan Wang Wang 13 16 0 04 Dec 2019
Square-root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved heterogeneity Jad Beyhum Eric Gautier 21 10 0 19 Apr 2019
Inference for Heterogeneous Effects using Low-Rank Estimation of Factor Slopes Victor Chernozhukov Christian B. Hansen Yuan Liao Yinchu Zhu 19 24 0 19 Dec 2018