Panel data models with time-varying latent group structures

DOI10.1016/j.jeconom.2024.105685arXiv2307.15863MaRDI QIDQ6199628

Yi-Ren Wang, Peter C. B. Phillips, Liangjun Su

Publication date: 21 March 2024

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

Full work available at URL: https://arxiv.org/abs/2307.15863

zbMATH Keywords

structural breaknuclear norm regularizationinteractive fixed effectslatent group structuresequential testing K-means algorithm

Mathematics Subject Classification ID

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

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