Estimating latent group structure in time-varying coefficient panel data models

DOI10.1093/ectj/utz008OpenAlexW2904877501WikidataQ127826834 ScholiaQ127826834MaRDI QIDQ5084339

Jia Chen

Publication date: 24 June 2022

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

Full work available at URL: https://eprints.whiterose.ac.uk/143727/1/ECTJ_MS2774_12March19.pdf

zbMATH Keywords

kernel estimationpanel datatime-varying coefficientshierarchical agglomerative clusteringgeneralised information criterion

Mathematics Subject Classification ID

Statistics (62-XX)

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