Grouped effects estimators in fixed effects models

DOI10.1016/j.jeconom.2012.08.022zbMath1419.62501OpenAlexW2004213287MaRDI QIDQ894647

Christian B. Hansen, C. Alan Bester

Publication date: 2 December 2015

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2012.08.022

zbMATH Keywords

fixed effectspanel datahierarchical models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (16)

Estimation and identification of latent group structures in panel data ⋮ A two-stage estimation for panel data models with grouped fixed effects ⋮ Identification and estimation in panel models with overspecified number of groups ⋮ Group structure detection for a high‐dimensional panel data model ⋮ Integrative Analysis for High-Dimensional Stratified Models ⋮ Dynamic factor copula models with estimated cluster assignments ⋮ Heterogeneous analysis for clustered data using grouped finite mixture models ⋮ Testing for Unobserved Heterogeneity via k-means Clustering ⋮ Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models ⋮ Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse ⋮ GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA ⋮ Identifying latent group structures in nonlinear panels ⋮ Heterogeneous structural breaks in panel data models ⋮ Identifying latent grouped patterns in panel data models with interactive fixed effects ⋮ Mahalanobis metric based clustering for fixed effects model ⋮ Panel data quantile regression with grouped fixed effects

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