Multi-dimensional latent group structures with heterogeneous distributions

DOI10.1016/j.jeconom.2021.09.005OpenAlexW3202742020MaRDI QIDQ2688647

Publication date: 3 March 2023

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.09.005

zbMATH Keywords

two-way fixed effects composite quantile estimation distributional heterogeneity latent groups panel quantile regressions

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (2)

A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR ⋮ Panel data models with time-varying latent group structures

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