Identification and estimation in panel models with overspecified number of groups

DOI10.1016/J.JECONOM.2019.09.008zbMATH Open1456.62296OpenAlexW2904517011MaRDI QIDQ2182146FDOQ2182146

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

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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)

Cites Work

• Estimating dynamic panel data discrete choice models with fixed effects
• Title not available (Why is that?)
• Jackknife and analytical bias reduction for nonlinear panel models.
• Orthogonal Parameters and Panel Data
• Linear regression for panel with unknown number of factors as interactive fixed effects
• Testing homogeneity in panel data models with interactive fixed effects
• Individual and time effects in nonlinear panel models with large \(N\), \(T\)
• Split-panel jackknife estimation of fixed-effect models
• Identifying latent structures in panel data
• Grouped patterns of heterogeneity in panel data
• Robust Priors in Nonlinear Panel Data Models
• A Panel Analysis of Liquidity Constraints and Firm Investment
• Grouped effects estimators in fixed effects models
• Estimation of panel data models with parameter heterogeneity when group membership is unknown
• Identifying latent grouped patterns in panel data models with interactive fixed effects
• 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

Cited In (15)

• Confidence set for group membership
• Identifying latent structures in panel data
• Multi-dimensional latent group structures with heterogeneous distributions
• Estimation of panel data models with parameter heterogeneity when group membership is unknown
• Estimation and identification of latent group structures in panel data
• Group structure detection for a high‐dimensional panel data model
• Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse
• Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
• Group Network Hawkes Process
• Functional panel quantile regression models with group structured fixed effect functions
• Title not available (Why is that?)
• Estimation of panel group structure models with structural breaks in group memberships and coefficients
• Title not available (Why is that?)
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR
• Grouped Generalized Estimating Equations for Longitudinal Data Analysis

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