Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods

DOI10.1080/07350015.2024.2365783MaRDI QIDQ6938229zbMATH OpenFDO

Authors Siqi Wei

Publication date 25 August 2025

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/07350015.2024.2365783

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• Asymptotic properties of a stochastic EM Algorithm for estimating mixing proportions
• Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework
• Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm
• Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 3605818 (Why is no real title available?)
• Nonlinear panel data estimation via quantile regressions
• On the convergence properties of the EM algorithm
• Parameter Expansion for Data Augmentation
• Parameter expansion to accelerate EM: the PX-EM algorithm
• The stochastic EM algorithm: Estimation and asymptotic results

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