Subspace clustering for panel data with interactive effects

DOI10.1002/cjs.11642arXiv1909.09928OpenAlexW3195608976MaRDI QIDQ6059401

Hao Qu, Wei Gao, Unnamed Author, Jiangtao Duan

Publication date: 2 November 2023

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.09928

zbMATH Keywords

Monte Carlo simulationpanel datamean-squared errorleast-squares estimation\(K\)-meanssubspace clusteringfactor structure models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Panel data models with multiple time-varying individual effects
• Spatial dynamic panel data models with interactive fixed effects
• Strong consistency of k-means clustering
• Identifying latent grouped patterns in panel data models with interactive fixed effects
• Rank regularized estimation of approximate factor models
• Generalized principal component analysis
• Subspace distance analysis with application to adaptive Bayesian algorithm for face recognition
• Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown
• Strong Consistency of ReducedK-means Clustering
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Biases in Dynamic Models with Fixed Effects
• Forecasting Using Principal Components From a Large Number of Predictors
• Identifying Latent Structures in Panel Data
• Grouped Patterns of Heterogeneity in Panel Data
• Panel Data Models With Interactive Fixed Effects
• Determining the Number of Factors in Approximate Factor Models
• The Use of Error Components Models in Combining Cross Section with Time Series Data
• The Estimation of the Variances in a Variance-Components Model

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