Identifying latent grouped patterns in panel data models with interactive fixed effects
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 1206370 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A nonparametric poolability test for panel data models with cross section dependence
- Adaptive GMM shrinkage estimation with consistent moment selection
- Analysis of panel data
- Asymptotic distribution of factor augmented estimators for panel regression
- Bias reduction for dynamic nonlinear panel models with fixed effects
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
- Conditional independence, conditional mixing and conditional association
- Determining the Number of Factors in Approximate Factor Models
- Dynamic linear panel regression models with interactive fixed effects
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation of panel data models with parameter heterogeneity when group membership is unknown
- Grouped effects estimators in fixed effects models
- Grouped patterns of heterogeneity in panel data
- Identifying latent structures in panel data
- Inferential Theory for Factor Models of Large Dimensions
- Large panels with common factors and spatial correlation
- Linear regression for panel with unknown number of factors as interactive fixed effects
- Model Selection and Estimation in Regression with Grouped Variables
- Nonconcave penalized likelihood with a diverging number of parameters.
- On time-varying factor models: estimation and testing
- Panel data models with interactive fixed effects
- Panels with non-stationary multifactor error structures
- Profile-kernel likelihood inference with diverging number of parameters
- Property taxes and home prices: a tale of two cities
- Shrinkage estimation of dynamic panel data models with interactive fixed effects
- Sieve estimation of panel data models with cross section dependence
- Specification test for panel data models with interactive fixed effects
- Testing homogeneity in panel data models with interactive fixed effects
- Testing slope homogeneity in large panels
- The econometrics of panel data. Fundamental and recent developments in theory and practice.
- Theory and methods of panel data models with interactive effects
- Weak and strong cross-section dependence and estimation of large panels
Cited in
(26)- Identifying latent grouped patterns in cointegrated panels
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks
- Integrative Analysis for High-Dimensional Stratified Models
- Panel threshold regressions with latent group structures
- Nonstationary panel models with latent group structures and cross-section dependence
- Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso
- Identifying latent structures in panel data
- scientific article; zbMATH DE number 7370530 (Why is no real title available?)
- Panel threshold models with interactive fixed effects
- Wild bootstrap inference for penalized quantile regression for longitudinal data
- The heterogeneous effects of the minimum wage on employment across states
- Subspace clustering for panel data with interactive effects
- Variable selection in heterogeneous panel data models with cross‐sectional dependence
- Estimation and identification of latent group structures in panel data
- Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya
- A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data
- Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models
- Panel data models with time-varying latent group structures
- Estimating and Accounting for Unobserved Covariates in High-Dimensional Correlated Data
- Identification and estimation in panel models with overspecified number of groups
- Multiscale clustering of nonparametric regression curves
- POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA
- A NEW MULTILEVEL MODELING APPROACH FOR CLUSTERED SURVIVAL DATA
- Identifying latent group structures in spatial dynamic panels
- Profile GMM estimation of panel data models with interactive fixed effects
- Identifying latent group structures in nonlinear panels
This page was built for publication: Identifying latent grouped patterns in panel data models with interactive fixed effects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1792463)
