Estimation of heterogenous models using LASSO
Dnr:
NAISS 2025/22-519
Type:
NAISS Small Compute
Principal Investigator:
Yousef Kaddoura
Affiliation:
Lunds universitet
Start Date:
2025-04-01
End Date:
2026-04-01
Primary Classification:
10106: Probability Theory and Statistics (Statistics with medical aspects at 30118 and with social aspects at 50907)
Webpage:
Allocation
Abstract
This project is about coming up with a new estimator to estimate component wise breaks in panel data models.