Identifying latent grouped patterns in cointegrated panels
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Recommendations
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
- Identifying latent structures in panel data
- Identifying latent grouped patterns in panel data models with interactive fixed effects
- Identifying latent group structures in nonlinear panels
- Nonstationary panel models with latent group structures and cross-section dependence
Cites work
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- A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
- Asymptotic properties of projections with applications to stochastic regression problems
- Asymptotics for linear processes
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- Econometric Model Determination
- Estimating cross-section common stochastic trends in nonstationary panel data
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation of panel data models with parameter heterogeneity when group membership is unknown
- ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES
- Grouped patterns of heterogeneity in panel data
- Homogeneity pursuit
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- Identifying latent group structures in nonlinear panels
- Identifying latent grouped patterns in panel data models with interactive fixed effects
- Identifying latent structures in panel data
- Jackknife model averaging for quantile regressions
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Linear Regression Limit Theory for Nonstationary Panel Data
- Mixing: Properties and examples
- Non-strong mixing autoregressive processes
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonlinear time series. Nonparametric and parametric methods
- On laws of the iterated logarithm for local times
- Panel cointegration with global stochastic trends
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
- Panel data models with interactive fixed effects
- Panel unit root tests with cross-section dependence: a further investigation
- Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
- Profile-kernel likelihood inference with diverging number of parameters
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
- Shrinkage estimation of regression models with multiple structural changes
Cited in
(12)- Identifying latent grouped patterns in panel data models with interactive fixed effects
- Identifying latent group structures in nonlinear panels
- Nonstationary panel models with latent group structures and cross-section dependence
- Estimation and identification of latent group structures in panel data
- Identifying latent group structures in spatial dynamic panels
- A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR
- scientific article; zbMATH DE number 7829051 (Why is no real title available?)
- Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso
- Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models
- Panel data models with time-varying latent group structures
- On structurally grouped approximate factor models
- A note on factor models with latent group structures
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