LASSO and Ridge Regressions in Panel Data in Eviews

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Niraj
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Joined: Sun Feb 14, 2021 5:35 pm

LASSO and Ridge Regressions in Panel Data in Eviews

Postby Niraj » Sun Feb 14, 2021 5:41 pm

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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EViews Gareth
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Re: LASSO and Ridge Regressions in Panel Data in Eviews

Postby EViews Gareth » Sun Feb 14, 2021 8:38 pm

There is nothing built in to perform those estimations on panel data.
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