Estimation of heterogenous models using LASSO
Dnr:
NAISS 2024/22-282
Type:
NAISS Small Compute
Principal Investigator:
Yousef Kaddoura
Affiliation:
Lunds universitet
Start Date:
2024-03-11
End Date:
2025-04-01
Primary Classification:
10106: Probability Theory and Statistics
Webpage:
Allocation
- Klemming at PDC: 500 GiB
- Crex 1 at UPPMAX: 128 GiB
- Dardel at PDC: 10 x 1000 core-h/month
- Rackham at UPPMAX: 10 x 1000 core-h/month
Abstract
This project is about coming up with a new estimator to estimate component wise breaks in panel data models.