Grouped Heterogeneity in Linear Panel Data Models with Heterogeneous Error Variances
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Cites work
- A bootstrap procedure for panel data sets with many cross-sectional units
- A constrained formulation of maximum-likelihood estimation for normal mixture distributions
- Determining the number of groups in latent panel structures with an application to income and democracy
- Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
- Discretizing unobserved heterogeneity
- Estimation of panel data models with parameter heterogeneity when group membership is unknown
- Estimation of panel group structure models with structural breaks in group memberships and coefficients
- Grouped patterns of heterogeneity in panel data
- Heterogeneity in dynamic discrete choice models
- Heterogeneous structural breaks in panel data models
- Identification and estimation in panel models with overspecified number of groups
- Identifying latent structures in panel data
- Multi-dimensional latent group structures with heterogeneous distributions
- Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices
- Optimal test for Markov switching parameters
- Panel data quantile regression with grouped fixed effects
- Panel threshold regressions with latent group structures
- Quantile-regression-based clustering for panel data
- Scaled sparse linear regression
- Square-root lasso: pivotal recovery of sparse signals via conic programming
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