A two-stage estimation for panel data models with grouped fixed effects
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Publication:5087527
DOI10.1080/03610918.2018.1458134OpenAlexW2884796258WikidataQ129487550 ScholiaQ129487550MaRDI QIDQ5087527
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Publication date: 1 July 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2018.1458134
Monte Carlo simulationspanel data modelsinstrumental variable estimationK-means algorithmexogenous variablespredetermined variables
Cites Work
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- Model-Based Clustering of Longitudinal Data: Application to Modeling Disease Course and Gene Expression Trajectories
- Clustering the mixed panel dataset using Gower's distance and k-prototypes algorithms
- GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
- Alternative GMM estimators for first-order autoregressive panel model: An improving efficiency approach
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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