Identifying Latent Structures in Panel Data
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Publication:4613450
DOI10.3982/ECTA12560zbMath1410.62110OpenAlexW3121461680MaRDI QIDQ4613450
Peter C. B. Phillips, Zhentao Shi, Liangjun Su
Publication date: 31 January 2019
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta12560
classificationcluster analysishigh dimensionalitygroup Lassooracle propertypenalized least squaresdynamic panelparameter heterogeneitypenalized GMMpanel structure modelpenalized profile likelihoodnonlinear panel
Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
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