A bi-integrative analysis of two-dimensional heterogeneous panel data models

DOI10.1016/J.ECONLET.2023.111244OpenAlexW4384133773MaRDI QIDQ6093783FDOQ6093783

Authors: Zhijie Xiao, Yan-Yan Ren, Xiao-Dong Yan 

Publication date: 12 September 2023

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2023.111244

zbMATH Keywords

panel datagroup structurebi-integrationcohort structuretwo-dimensional heterogeneity

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Nearly unbiased variable selection under minimax concave penalty
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Identifying latent structures in panel data
• Grouped patterns of heterogeneity in panel data
• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
• Non-parametric time-varying coefficient panel data models with fixed effects
• Estimation of heterogeneous panels with structural breaks
• Classification of non-parametric regression functions in longitudinal data models
• Uniform inference in linear panel data models with two-dimensional heterogeneity

This page was built for publication: A bi-integrative analysis of two-dimensional heterogeneous panel data models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6093783)