Dynamic clustering of multivariate panel data

DOI10.1016/J.JECONOM.2022.03.003MaRDI QIDQ6090574zbMATH OpenOpenAlexFDO

Authors Igor Custodio João, André Lucas, Julia Schaumburg, Bernd Schwaab

Publication date 17 November 2023

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://research.vu.nl/en/publications/b300fb6d-8972-4c40-aa86-e8d8880da2ec

zbMATH Keywords

bank business modelsdynamic clusteringhidden Markov modelpanel datascore-driven dynamics

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cited in

(2)

• Clustering the mixed panel dataset using Gower's distance and k-prototypes algorithms
• Subspace clustering for panel data with interactive effects

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