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

DOI10.1016/j.econlet.2023.111244OpenAlexW4384133773MaRDI QIDQ6093783

Yan-Yan Ren, Zhijie Xiao, Xiaodong Yan, Unnamed Author

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
• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
• Estimation of heterogeneous panels with structural breaks
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Identifying Latent Structures in Panel Data
• Grouped Patterns of Heterogeneity in Panel Data
• Non‐parametric time‐varying coefficient panel data models with fixed effects
• Classification of Non-Parametric Regression Functions in Longitudinal Data Models
• Uniform inference in linear panel data models with two-dimensional heterogeneity

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