Cluster analysis of panel data sets using non-standard optimisation of information criteria

DOI10.1016/j.jedc.2005.05.010zbMath1200.62065OpenAlexW1981676714MaRDI QIDQ956563

George Kapetanios

Publication date: 25 November 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/62804

zbMATH Keywords

simulated annealinggenetic algorithmpoolability

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Monte Carlo methods (65C05) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Choosing the optimal set of instruments from large instrument sets

Cites Work

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• Global optimization of statistical functions with simulated annealing
• A Stein-rule method for pooling data
• Money as a medium of exchange in an economy with artificially intelligent agents
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• Solving irregular econometric and mathematical optimization problems with a genetic hybrid algorithm
• Information criteria for selecting possibly misspecified parametric models
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• Cooling Schedules for Optimal Annealing
• Discrimination and Clustering for Multivariate Time Series
• On the Convergence and Applications of Generalized Simulated Annealing
• Useful matrix transformations for panel data analysis: a survey

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