Identifying latent group structures in nonlinear panels

DOI10.1016/J.JECONOM.2020.04.003MaRDI QIDQ2224976zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 5245019 (Why is no real title available?)
• A Panel Analysis of Liquidity Constraints and Firm Investment
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• Analysis of panel data
• Bias reduction for dynamic nonlinear panel models with fixed effects
• Convex clustering via \(l_1\) fusion penalization
• Determining the number of groups in latent panel structures with an application to income and democracy
• Estimation of a Censored Dynamic Panel Data Model
• Estimation of panel data models with parameter heterogeneity when group membership is unknown
• Estimation of panel data regression models with two-sided censoring or truncation
• Grouped effects estimators in fixed effects models
• Grouped patterns of heterogeneity in panel data
• Grouping pursuit through a regularization solution surface
• Heterogeneous structural breaks in panel data models
• Homogeneity pursuit
• Identifying latent grouped patterns in panel data models with interactive fixed effects
• Identifying latent structures in panel data
• Inference for subgroup analysis with a structured logistic-normal mixture model
• Jackknife and analytical bias reduction for nonlinear panel models.
• Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
• Profile-kernel likelihood inference with diverging number of parameters
• Shrinkage estimation of regression models with multiple structural changes
• Spectral clustering and the high-dimensional stochastic blockmodel
• Split-panel jackknife estimation of fixed-effect models
• Structure identification in panel data analysis
• Testing homogeneity in panel data models with interactive fixed effects
• The Rotation of Eigenvectors by a Perturbation. III
• The heterogeneous effects of the minimum wage on employment across states
• Transition Modeling and Econometric Convergence Tests

Cited in

(26)

• Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso
• Community network auto-regression for high-dimensional time series
• Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
• Identifying latent grouped patterns in cointegrated panels
• Long-term developments of respondent financial product portfolios in the EU: a multilevel latent class analysis
• Spectral clustering with variance information for group structure estimation in panel data
• scientific article; zbMATH DE number 7370586 (Why is no real title available?)
• Group structure detection for a high‐dimensional panel data model
• Modeling panels of extremes
• A blockwise network autoregressive model with application for fraud detection
• Identification and estimation in panel models with overspecified number of groups
• scientific article; zbMATH DE number 7829051 (Why is no real title available?)
• Multi-dimensional latent group structures with heterogeneous distributions
• Identifying latent structures in panel data
• Determining the number of groups in latent panel structures with an application to income and democracy
• Identifying latent group structures in spatial dynamic panels
• Quantile estimation of heterogenous panel quantile model with group structure
• Panel data models with time-varying latent group structures
• Confidence set for group membership
• Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
• Identifying latent grouped patterns in panel data models with interactive fixed effects
• Estimation and identification of latent group structures in panel data
• 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

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