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

DOI10.1016/J.ECONLET.2023.111244MaRDI QIDQ6093783zbMATH OpenOpenAlexFDO

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

bi-integrationcohort structuregroup structurepanel datatwo-dimensional heterogeneity

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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

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