Nonparametric estimation of non-exchangeable latent-variable models

DOI10.1016/j.jeconom.2017.08.006zbMath1377.62105OpenAlexW2745940148MaRDI QIDQ1676371

Koen Jochmans, Jean-Marc Robin, Stéphane Bonhomme

Publication date: 7 November 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://spire.sciencespo.fr/hdl:/2441/lpag9391598uoauqu4u9opq76

zbMATH Keywords

wage dynamicspanel datahidden Markov modelsunobserved heterogeneitynonparametric estimationlatent variable modelsfinite mixturesmultivariate models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)

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