The factor-augmented sparse-group LASSO estimator for mixed-frequency panel data achieves oracle convergence rates that exploit sparse-group structure and accommodate cross-sectional dependence via latent factors.
The Annals of Statistics , volume =
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
econ.EM 1years
2026 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Factor-Augmented Machine Learning Panel Regressions
The factor-augmented sparse-group LASSO estimator for mixed-frequency panel data achieves oracle convergence rates that exploit sparse-group structure and accommodate cross-sectional dependence via latent factors.