I am trying to use EVIEWS for LASSO and Ridge Regression in Panel Data. Could anybody tell me how can I use those algorithms for panel data? So far, I could find only in the case of time-series data.
Thanks!
Nirajan
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- Sun Feb 14, 2021 5:41 pm
- Forum: Estimation
- Topic: LASSO and Ridge Regressions in Panel Data in Eviews
- Replies: 1
- Views: 3258