Discretizing unobserved heterogeneity

DOI10.3982/ECTA15238MaRDI QIDQ5087306zbMATH OpenFDO

Authors Stéphane Bonhomme, Thibaut Lamadon, Elena Manresa

Publication date 11 July 2022

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ECTA15238

zbMATH Keywords

dimension reductionk-means clusteringpanel dataunobserved heterogeneity

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to economics (62P20)

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Cited in

(26)

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• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR
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• Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso
• Testing for Unobserved Heterogeneity via k-means Clustering
• Estimation and inference in games of incomplete information with unobserved heterogeneity and large state space
• Reinforcement Learning in Latent Heterogeneous Environments
• Dynamic panel data quantile regression with network-linked fixed effects
• Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity
• Health inequality and health types
• Causal models for longitudinal and panel data: a survey
• Identification and estimation of partial effects in nonlinear semiparametric panel models
• A structural analysis of mental health and labour market trajectories
• Predictive subgroup logistic regression for classification with unobserved heterogeneity
• A simple and computationally trivial estimator for grouped fixed effects models
• Self-employment and labor market risks
• Lifestyle behaviors and wealth-health gaps in Germany
• Grouped Heterogeneity in Linear Panel Data Models with Heterogeneous Error Variances
• Time-Varying Group Unobserved Heterogeneity in Finance
• Network-Assisted High-Dimensional Factor Model Estimation
• K-means panel data clustering in the presence of small groups

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