Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects.
Rui LiAlan T. K. WanJinhong YouPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- variable selection
- semi parametric
- cross validation
- density estimation
- data model
- model selection
- regression problems
- gaussian mixture model
- statistical inference
- dimension reduction
- regression model
- high dimensional
- least squares
- mixture model
- constrained optimization
- high dimensional data
- parametric models
- machine learning
- feature vectors
- linear model
- principal component analysis
- image sequences