Identifying latent group structures in nonlinear panels

DOI10.1016/J.JECONOM.2020.04.003zbMATH Open1464.62522OpenAlexW2779756914MaRDI QIDQ2224976FDOQ2224976

Authors: Wuyi Wang, Liangjun Su 

Publication date: 4 February 2021

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

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2120

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zbMATH Keywords

networkclusteringcommunity detectionsingular value decompositionbinary segmentation algorithmoracle estimatorparameter heterogeneitypanel structure model

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

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• The heterogeneous effects of the minimum wage on employment across states
• Determining the number of groups in latent panel structures with an application to income and democracy

Cited In (21)

• Spectral clustering with variance information for group structure estimation in panel data
• Confidence set for group membership
• Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
• Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso
• Quantile estimation of heterogenous panel quantile model with group structure
• Multi-dimensional latent group structures with heterogeneous distributions
• Estimation and identification of latent group structures in panel data
• Group structure detection for a high‐dimensional panel data model
• Heterogeneous analysis for clustered data using grouped finite mixture models
• Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity
• Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models
• Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models
• Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
• Panel data models with time-varying latent group structures
• Community network auto-regression for high-dimensional time series
• IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS
• Title not available (Why is that?)
• Modeling panels of extremes
• Title not available (Why is that?)
• Identifying latent group structures in spatial dynamic panels
• A blockwise network autoregressive model with application for fraud detection

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