A note on factor models with latent group structures

DOI10.1016/J.ECONLET.2025.112357MaRDI QIDQ6957270zbMATH OpenFDO

Authors Yulin Bian, Liangjun Su

Publication date 16 July 2025

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2025.112357

zbMATH Keywords

factor modellatent group structuressequential binary segmentation algorithm

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites work

• Classification of non-parametric regression functions in longitudinal data models
• Constrained factor models
• Determining the Number of Factors in Approximate Factor Models
• Determining the number of factors in constrained factor models via Bayesian information criterion
• Dynamic linear panel regression models with interactive fixed effects
• Eigenvalue ratio test for the number of factors
• Estimating latent group structure in time-varying coefficient panel data models
• Estimation of panel data models with parameter heterogeneity when group membership is unknown
• Grouped patterns of heterogeneity in panel data
• Homogeneity and Structure Identification in Semiparametric Factor Models
• Identifying latent group structures in nonlinear panels
• Identifying latent grouped patterns in cointegrated panels
• Identifying latent grouped patterns in panel data models with interactive fixed effects
• Identifying latent structures in panel data
• Inferential Theory for Factor Models of Large Dimensions
• Linear regression for panel with unknown number of factors as interactive fixed effects
• Multiscale clustering of nonparametric regression curves
• Nonparametric homogeneity pursuit in functional-coefficient models
• On factor models with random missing: EM estimation, inference, and cross validation
• On time-varying factor models: estimation and testing
• Panel data models with interactive fixed effects
• Panel data models with time-varying latent group structures
• Shrinkage estimation of dynamic panel data models with interactive fixed effects
• Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
• Split-panel jackknife estimation of fixed-effect models
• Structure identification in panel data analysis

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