Spectral clustering with variance information for group structure estimation in panel data

DOI10.1016/J.JECONOM.2024.105709MaRDI QIDQ6554206zbMATH OpenFDO

Authors Lu Yu, Jiaying Gu, Stanislav Volgushev

Publication date 12 June 2024

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

Full work available at URL https://doi.org/10.1016/J.JECONOM.2024.105709

zbMATH Keywords

group structure estimationpanel data modelsspectral clustering

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)

• Confidence set for group membership
• K-means panel data clustering in the presence of small groups

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