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

DOI10.1016/J.JEDC.2005.05.010zbMATH Open1200.62065OpenAlexW1981676714MaRDI QIDQ956563FDOQ956563

George Kapetanios

Publication date: 25 November 2008

Published in: Journal of Economic Dynamics and 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

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

Cites Work

• Title not available (Why is that?)
• Global optimization of statistical functions with simulated annealing
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• A nonparametric test for poolability using panel data
• Discrimination and Clustering for Multivariate Time Series
• Useful matrix transformations for panel data analysis: a survey
• Information criteria for selecting possibly misspecified parametric models
• Solving irregular econometric and mathematical optimization problems with a genetic hybrid algorithm
• Cooling Schedules for Optimal Annealing
• Money as a medium of exchange in an economy with artificially intelligent agents
• A Stein-rule method for pooling data
• On the Convergence and Applications of Generalized Simulated Annealing

Cited In (2)

• Choosing the optimal set of instruments from large instrument sets
• Limiting flexibility in nonparametric efficiency evaluations: an ex post \(k\)-centroid clustering approach

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