Identifying latent grouped patterns in panel data models with interactive fixed effects

DOI10.1016/j.jeconom.2018.06.014zbMath1452.62960OpenAlexW2810415975WikidataQ129589359 ScholiaQ129589359MaRDI QIDQ1792463

Liangjun Su, Gaosheng Ju

Publication date: 12 October 2018

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

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2192

zbMATH Keywords

high dimensionalitypenalized methodcross section dependencelatent structuredynamic panelparameter heterogeneityclassifier Lasso

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (25)

Estimating and Accounting for Unobserved Covariates in High-Dimensional Correlated Data ⋮ Estimation and identification of latent group structures in panel data ⋮ Efficient estimation of heterogeneous coefficients in panel data models with common shocks ⋮ Identification and estimation in panel models with overspecified number of groups ⋮ Subspace clustering for panel data with interactive effects ⋮ Integrative Analysis for High-Dimensional Stratified Models ⋮ Variable selection in heterogeneous panel data models with cross‐sectional dependence ⋮ POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA ⋮ Profile GMM estimation of panel data models with interactive fixed effects ⋮ Wild bootstrap inference for penalized quantile regression for longitudinal data ⋮ Identifying latent group structures in spatial dynamic panels ⋮ Unnamed Item ⋮ Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso ⋮ IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS ⋮ A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data ⋮ Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models ⋮ Panel data models with time-varying latent group structures ⋮ A NEW MULTILEVEL MODELING APPROACH FOR CLUSTERED SURVIVAL DATA ⋮ Identifying latent group structures in nonlinear panels ⋮ Nonstationary panel models with latent group structures and cross-section dependence ⋮ Panel threshold models with interactive fixed effects ⋮ Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya ⋮ Panel threshold regressions with latent group structures ⋮ Multiscale clustering of nonparametric regression curves ⋮ The heterogeneous effects of the minimum wage on employment across states

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