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

A-Tier
Journal: Journal of Econometrics
Year: 2016
Volume: 195
Issue: 1
Pages: 71-85

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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 heterogeneity as under fixed effects. We use the Mundlak–Chamberlain device to model this correlation. Allowing for a flexible correlation structure naturally leads to a high-dimensional model in which least squares estimation easily becomes infeasible with even a moderate number of explanatory variables.

Technical Details

RePEc Handle
repec:eee:econom:v:195:y:2016:i:1:p:71-85
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25