Identifying latent group structures in spatial dynamic panels

DOI10.1016/J.JECONOM.2023.02.007MaRDI QIDQ6108336zbMATH OpenOpenAlexFDO

Authors Liangjun Su, Wuyi Wang, Xingbai Xu

Publication date 29 June 2023

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2023.02.007

zbMATH Keywords

classificationheterogeneityspatial dynamic panel datapanel structure modelSBSA algorithm

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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Cited in

(6)

• Panel data models with time-varying latent group structures
• A two-stage least squares estimator for grouped multilayer network autoregression with fixed effects
• Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application
• Clustering and classification of spatio-temporal data using spatial dynamic panel data models
• Robust estimation for dynamic spatial autoregression models with nearly optimal rates
• Identifying latent group structures in nonlinear panels

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