Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown
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Publication:2870565
DOI10.1515/2156-6674.1000zbMath1279.62224OpenAlexW2316892352MaRDI QIDQ2870565
Publication date: 21 January 2014
Published in: Journal of Econometric Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/2156-6674.1000
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistical methods; economic indices and measures (91B82)
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