Identification and estimation in panel models with overspecified number of groups

DOI10.1016/J.JECONOM.2019.09.008MaRDI QIDQ2182146zbMATH OpenOpenAlexFDO

Authors Zuofeng Shang, Yonghui Zhang, Qiankun Zhou, Rui Qi Liu

Publication date 21 May 2020

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

Full work available at URL https://orb.binghamton.edu/cgi/viewcontent.cgi?article=1101&context=dissertation_and_theses

zbMATH Keywords

classificationfixed effectsM-estimationK-means algorithmgroup structurelinear and nonlinear panel

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 5245028 (Why is no real title available?)
• A Panel Analysis of Liquidity Constraints and Firm Investment
• A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
• Determining the number of groups in latent panel structures with an application to income and democracy
• Estimating dynamic panel data discrete choice models with fixed effects
• 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 grouped patterns in panel data models with interactive fixed effects
• Identifying latent structures in panel data
• Individual and time effects in nonlinear panel models with large \(N\), \(T\)
• Jackknife and analytical bias reduction for nonlinear panel models.
• Linear regression for panel with unknown number of factors as interactive fixed effects
• Orthogonal Parameters and Panel Data
• Robust Priors in Nonlinear Panel Data Models
• Split-panel jackknife estimation of fixed-effect models
• Testing homogeneity in panel data models with interactive fixed effects

Cited in

(15)

• Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
• Group structure detection for a high‐dimensional panel data model
• Estimation of panel group structure models with structural breaks in group memberships and coefficients
• scientific article; zbMATH DE number 7829051 (Why is no real title available?)
• Group Network Hawkes Process
• Estimation of panel data models with parameter heterogeneity when group membership is unknown
• Multi-dimensional latent group structures with heterogeneous distributions
• Identifying latent structures in panel data
• Grouped Generalized Estimating Equations for Longitudinal Data Analysis
• Confidence set for group membership
• scientific article; zbMATH DE number 7660134 (Why is no real title available?)
• Functional panel quantile regression models with group structured fixed effect functions
• Estimation and identification of latent group structures in panel data
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR
• Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse

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