Fetching the paper…

Reading the bibliography…

2018

Nuclear Norm Regularized Estimation of Panel Regression Models

Moon, Hyungsik Roger, Weidner, Martin

Original
PDF
Post on X

Understand

In this paper we investigate panel regression models with interactive fixed effects.

We propose two new estimation methods that are based on minimizing convex objective functions.
The first method minimizes the sum of squared residuals with a nuclear (trace) norm regularization.
The second method minimizes the nuclear norm of the residuals.

Nuclear Norm Regularized Estimation of Panel Regression Models · Around

Built on

Beyhum, J., and
Original
1904
Earlier work this paper cites.
Kiefer, N
1980
Earlier work this paper cites.
Holtz-Eakin, D., W. Newey, and
1988
Earlier work this paper cites.
Ahn, S. C., Y. H. Lee, and
2001
Earlier work this paper cites.
Alidaee, H., E. Auerbach, and
Original
2001
Earlier work this paper cites.
Bai, J., and
2002
Earlier work this paper cites.
Abadie, A., and
2003
Earlier work this paper cites.
Pesaran, M. H
2006
Earlier work this paper cites.
Candes, E., and
2007
Earlier work this paper cites.
Bickel, P. J., Y. Ritov, and
2009
Earlier work this paper cites.
Chamberlain, G., and
2009
Earlier work this paper cites.
Abadie, A., A. Diamond, and
2010
Earlier work this paper cites.
Onatski, A
2010
Earlier work this paper cites.
Recht, B., M. Fazel, and
2010
Earlier work this paper cites.
Rohde, A., and
2011
Earlier work this paper cites.
Chen, X., and
2012
Earlier work this paper cites.

Similar

Hsiao, C., H. S. Ching, and
2012
Cited alongside, same era.
Negahban, S., P. Ravikumar, M. J. Wainwright, and
2012
Cited alongside, same era.
Ahn, S. C., and
2013
Cited alongside, same era.
Ahn, S. C., Y. H. Lee, and
2013
Cited alongside, same era.
Hastie, T., R. Tibshirani, and
2015
Cited alongside, same era.
Moon, H. R., and
2015
Cited alongside, same era.
Chan, M., and
2016
Cited alongside, same era.
Cheng, X., Z. Liao, and
2016

Then

Miao, K., K. Li, and
2020
Closest in time.
Athey, S., M. Bayati, N. Doudchenko, G. Imbens, and
2021
Closest in time.
Chen, M., I. Fernández-Val, and
2021
Closest in time.
Fernández-Val, I., H. Freeman, and
2021
Closest in time.
Armstrong, T. B., M. Weidner, and
Original
2022
Closest in time.
Chetverikov, D., and
Original
2022
Closest in time.
Franguridi, G., and
2022

Beyond the bibliography

alphaXiv searches the wider corpus for related work and actual follow-ups.

Open on alphaXiv

alphaXiv is searching for related work…

Cited alongside, same era.

Gobillon, L., and

2016

Cited alongside, same era.

Li, D., J. Qian, and

2016

Cited alongside, same era.

Lu, X., and

2016

Cited alongside, same era.

Su, L., Z. Shi, and

2016

Cited alongside, same era.

Closest in time.

Ma, S., L. Su, and

2022

Closest in time.

2022

Closest in time.

Powell, D

2022

Closest in time.

Vogt, M., C. Walsh, and

2022

Closest in time.

Wang, Y., L. Su, and

2022

Closest in time.

Belloni, A., M. Chen, O. H. Madrid Padilla, and

2023

Closest in time.

Hong, S., L. Su, and

2023

Closest in time.

Miao, K., P. C. Phillips, and

2023

Closest in time.

Gao, J., B. Peng, and

2024

Closest in time.