Estimation and identification of latent group structures in panel data

DOI10.1016/j.jeconom.2022.12.002OpenAlexW4312221190MaRDI QIDQ6108310

Ali Mehrabani

Publication date: 29 June 2023

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.12.002

zbMATH Keywords

classificationhigh dimensionalityoracle propertyADMM algorithmdynamic panelparameter heterogeneitypairwise adaptive group fused Lasso

Mathematics Subject Classification ID

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

Related Items (1)

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Cites Work

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