Identification and estimation in panel models with overspecified number of groups

DOI10.1016/j.jeconom.2019.09.008zbMath1456.62296OpenAlexW2904517011MaRDI QIDQ2182146

Qiankun Zhou, Yonghui Zhang, Zuofeng Shang, Rui-Qi Liu

Publication date: 21 May 2020

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

Full work available at URL: https://orb.binghamton.edu/cgi/viewcontent.cgi?article=1101&context=dissertation_and_theses

zbMATH Keywords

classificationfixed effectsgroup structureM-estimationK-means algorithmlinear and nonlinear panel

Mathematics Subject Classification ID

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

Related Items (9)

Estimation and identification of latent group structures in panel data ⋮ Grouped Generalized Estimating Equations for Longitudinal Data Analysis ⋮ Group structure detection for a high‐dimensional panel data model ⋮ A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR ⋮ Multi-dimensional latent group structures with heterogeneous distributions ⋮ Estimation of panel group structure models with structural breaks in group memberships and coefficients ⋮ Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse ⋮ Unnamed Item ⋮ Unnamed Item

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