Panel threshold regressions with latent group structures
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Publication:2294453
DOI10.1016/j.jeconom.2019.07.006zbMath1456.62300OpenAlexW2962824474MaRDI QIDQ2294453
Liangjun Su, Wendun Wang, Ke Miao
Publication date: 11 February 2020
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2285
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 (6)
Identifying Latent Groups in Spatial Panel Data Using a Markov Random Field Constrained Product Partition Model ⋮ Identifying latent group structures in spatial dynamic panels ⋮ Multi-dimensional latent group structures with heterogeneous distributions ⋮ Estimation of panel group structure models with structural breaks in group memberships and coefficients ⋮ Multi-Threshold Structural Equation Model ⋮ Grouped spatial autoregressive model
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