A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159): Difference between revisions

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scientific article; zbMATH DE number 7825316

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English	A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR	scientific article; zbMATH DE number 7825316

Statements

scholarly article

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A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (English)

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Peter C. B. Phillips

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International Economic Review

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publication date

27 March 2024

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MaRDI profile type

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Identifying Distributional Characteristics in Random Coefficients Panel Data Models

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Panel Data Models With Interactive Fixed Effects

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Determining the Number of Factors in Approximate Factor Models

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PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION

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Equity clusters through the lens of realized semicorrelations

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Discretizing Unobserved Heterogeneity

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Grouped Patterns of Heterogeneity in Panel Data

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Nonlinear IV unit root tests in panels with cross-sectional dependency.

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Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies

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Stochastic Limit Theory

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On tail probabilities for martingales

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No-Bubble Condition: Model-Free Tests in Housing Markets

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Indirect inference for dynamic panel models

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Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large

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JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS

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PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA

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Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

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Nonstationary panel models with latent group structures and cross-section dependence

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IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS

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Testing for unit roots in heterogeneous panels.

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Weak \(\sigma\)-convergence: theory and applications

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MODEL SELECTION AND INFERENCE: FACTS AND FICTION

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Sparse estimators and the oracle property, or the return of Hodges' estimator

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Multi-dimensional latent group structures with heterogeneous distributions

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Uniform nonparametric inference for time series

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Identification and estimation in panel models with overspecified number of groups

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Determining the number of groups in latent panel structures with an application to income and democracy

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Estimation of panel group structure models with structural breaks in group memberships and coefficients

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On the invariance principle for nonstationary mixingales

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Testing for a unit root in panels with dynamic factors

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ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA

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GMM Estimation of Autoregressive Roots Near Unity with Panel Data

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The factor analytical approach in near unit root interactive effects panels

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Dynamic factor copula models with estimated cluster assignments

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Heterogeneous structural breaks in panel data models

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Testing for Unobserved Heterogeneity via <i>k-means</i> Clustering

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Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

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Estimating long-run relationships from dynamic heterogeneous panels

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Testing slope homogeneity in large panels

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Time Series Regression with a Unit Root

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DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY

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ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS

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Predictive regression under various degrees of persistence and robust long-horizon regression

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Estimating smooth structural change in cointegration models

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Limit theory for moderate deviations from a unit root

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UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST

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Linear Regression Limit Theory for Nonstationary Panel Data

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Testing for a unit root in time series regression

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TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500

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TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS

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Asymptotics for linear processes

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Dynamic panel estimation and homogeneity testing under cross section dependence

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Dating the timeline of financial bubbles during the subprime crisis

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Identifying Latent Structures in Panel Data

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Strong Consistency of Spectral Clustering for Stochastic Block Models

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Testing for a unit root in a random coefficient panel data model

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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.1111/IERE.12647

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Sitelinks

Mathematics(1 entry)

mardi Publication:6122159

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