Testing for Unobserved Heterogeneity via k-means Clustering

DOI10.1080/07350015.2022.2061983arXiv1907.07582OpenAlexW2961502703MaRDI QIDQ6190687

Andrew J. Patton, Unnamed Author

Publication date: 6 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.07582

zbMATH Keywords

model selectionmachine learningclassification methodsoverfitting

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR

Cites Work

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