Cluster analysis of panel data sets using non-standard optimisation of information criteria

DOI10.1016/J.JEDC.2005.05.010MaRDI QIDQ956563zbMATH OpenOpenAlexFDO

Authors George Kapetanios

Publication date 25 November 2008

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/62804

zbMATH Keywords

simulated annealinggenetic algorithmpoolability

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Statistical methods; economic indices and measures (91B82)

Recommendations

• Quantile-regression-based clustering for panel data
• Panel data analysis: a survey on model-based clustering of time series
• scientific article; zbMATH DE number 1302163
• The econometrics of panel data. Fundamental and recent developments in theory and practice.
• Panel data analysis -- advantages and challenges (with comments and rejoinder)

Cites work

• scientific article; zbMATH DE number 1131224 (Why is no real title available?)
• A Stein-rule method for pooling data
• A nonparametric test for poolability using panel data
• Cooling Schedules for Optimal Annealing
• Discrimination and Clustering for Multivariate Time Series
• Global optimization of statistical functions with simulated annealing
• Information criteria for selecting possibly misspecified parametric models
• Money as a medium of exchange in an economy with artificially intelligent agents
• On the Convergence and Applications of Generalized Simulated Annealing
• Solving irregular econometric and mathematical optimization problems with a genetic hybrid algorithm
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• Useful matrix transformations for panel data analysis: a survey

Cited in

(5)

• CLUSTERING PANEL DATA VIA PERTURBED ADAPTIVE SIMULATED ANNEALING AND GENETIC ALGORITHMS
• Choosing the optimal set of instruments from large instrument sets
• Model-free classification of panel data via the \(\epsilon\)-complexity theory
• Limiting flexibility in nonparametric efficiency evaluations: an ex post \(k\)-centroid clustering approach
• Quantile-regression-based clustering for panel data

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