193 citations · 217 across the 6 of their papers we have counts for
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econ.EM2018
Estimation of High-Dimensional Seemingly Unrelated Regression Models
Lidan Tan, Khai X. Chiong, Hyungsik Roger Moon
In this paper, we investigate seemingly unrelated regression (SUR) models that allow the number of equations (N) to be large, and to be comparable to the number of the observations…
econ.EM2018
Nuclear Norm Regularized Estimation of Panel Regression Models
Hyungsik Roger Moon, Martin Weidner
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.…