Confidence set for group membership

DOI10.3982/QE1975MaRDI QIDQ6565797zbMATH OpenFDO

Authors Andreas Dzemski, Ryo Okui

Publication date 2 July 2024

Published in Quantitative Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.3982/QE1975

zbMATH Keywords

clustering sethigh-dimensional statisticsjoint one-sided testpanel data

Mathematics Subject Classification ID

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

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Cited in

(3)

• Confidence set for group membership
• A simple and computationally trivial estimator for grouped fixed effects models
• Time-Varying Group Unobserved Heterogeneity in Finance

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