IDEAS home Printed from https://ideas.repec.org/r/siu/wpaper/07-2014.html
   My bibliography  Save this item

Identifying Latent Structures in Panel Data

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Dzemski, Andreas & Okui, Ryo, 2021. "Convergence rate of estimators of clustered panel models with misclassification," Economics Letters, Elsevier, vol. 203(C).
  2. Arturas Juodis & Simon Reese, 2018. "The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation," Papers 1810.03715, arXiv.org, revised Feb 2021.
  3. Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2023. "Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure," Papers 2303.13218, arXiv.org.
  4. Fei Liu & Jiti Gao & Yanrong Yang, 2020. "Time-Varying Panel Data Models with an Additive Factor Structure," Monash Econometrics and Business Statistics Working Papers 42/20, Monash University, Department of Econometrics and Business Statistics.
  5. Lamarche, Carlos & Parker, Thomas, 2023. "Wild bootstrap inference for penalized quantile regression for longitudinal data," Journal of Econometrics, Elsevier, vol. 235(2), pages 1799-1826.
  6. Nicolas Apfel & Helmut Farbmacher & Rebecca Groh & Martin Huber & Henrika Langen, 2022. "Detecting Grouped Local Average Treatment Effects and Selecting True Instruments," Papers 2207.04481, arXiv.org, revised Oct 2023.
  7. Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
  8. Boyuan Zhang, 2022. "Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models," Papers 2211.16714, arXiv.org, revised Oct 2023.
  9. Liu, Ruiqi & Shang, Zuofeng & Zhang, Yonghui & Zhou, Qiankun, 2020. "Identification and estimation in panel models with overspecified number of groups," Journal of Econometrics, Elsevier, vol. 215(2), pages 574-590.
  10. Freeman, Hugo & Weidner, Martin, 2023. "Linear panel regressions with two-way unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 237(1).
  11. Feng, Guohua & Gao, Jiti & Peng, Bin & Zhang, Xiaohui, 2017. "A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks," Journal of Econometrics, Elsevier, vol. 196(1), pages 68-82.
  12. Tadao Hoshino, 2020. "A Pairwise Strategic Network Formation Model with Group Heterogeneity: With an Application to International Travel," Papers 2012.14886, arXiv.org, revised Feb 2021.
  13. Vogt, Michael & Linton, Oliver, 2020. "Multiscale clustering of nonparametric regression curves," Journal of Econometrics, Elsevier, vol. 216(1), pages 305-325.
  14. Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2023. "A Panel Clustering Approach To Analyzing Bubble Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(4), pages 1347-1395, November.
  15. Ruiqi Liu & Ben Boukai & Zuofeng Shang, 2019. "Statistical Inference on Partially Linear Panel Model under Unobserved Linearity," Papers 1911.08830, arXiv.org.
  16. Leng, Xuan & Chen, Heng & Wang, Wendun, 2023. "Multi-dimensional latent group structures with heterogeneous distributions," Journal of Econometrics, Elsevier, vol. 233(1), pages 1-21.
  17. Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2019. "The heterogeneous effects of the minimum wage on employment across states," Economics Letters, Elsevier, vol. 174(C), pages 179-185.
  18. Miao, Ke & Su, Liangjun & Wang, Wendun, 2020. "Panel threshold regressions with latent group structures," Journal of Econometrics, Elsevier, vol. 214(2), pages 451-481.
  19. Ma, Shujie & Su, Liangjun & Zhang, Yichong, 2020. "Detecting Latent Communities in Network Formation Models," Economics and Statistics Working Papers 12-2020, Singapore Management University, School of Economics.
  20. Falco J. Bargagli-Stoffi & Jan Niederreiter & Massimo Riccaboni, 2020. "Supervised learning for the prediction of firm dynamics," Papers 2009.06413, arXiv.org.
  21. Vira Semenova & Matt Goldman & Victor Chernozhukov & Matt Taddy, 2023. "Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence," Quantitative Economics, Econometric Society, vol. 14(2), pages 471-510, May.
  22. Michael Vogt & Oliver Linton, 2015. "Classification of nonparametric regression functions in heterogeneous panels," CeMMAP working papers 06/15, Institute for Fiscal Studies.
  23. Lee, Ji Hyung & Shi, Zhentao & Gao, Zhan, 2022. "On LASSO for predictive regression," Journal of Econometrics, Elsevier, vol. 229(2), pages 322-349.
  24. Wang, Wuyi & Su, Liangjun, 2021. "Identifying latent group structures in nonlinear panels," Journal of Econometrics, Elsevier, vol. 220(2), pages 272-295.
  25. Simon Freyaldenhoven & Christian Hansen & Jorge Pérez Pérez & Jesse M. Shapiro, 2021. "Visualization, Identification, and Estimation in the Linear Panel Event-Study Design," NBER Working Papers 29170, National Bureau of Economic Research, Inc.
  26. Yannick V. Markhof, 2020. "Divide to Conquer? Latent Preference Types and Country-level Heterogeneity," CSAE Working Paper Series 2020-05, Centre for the Study of African Economies, University of Oxford.
  27. Andrea Orame, 2020. "The role of bank supply in the Italian credit market: evidence from a new regional survey," Temi di discussione (Economic working papers) 1279, Bank of Italy, Economic Research and International Relations Area.
  28. Yoonseok Lee & Donggyu Sul, 2022. "Trimmed Mean Group Estimation," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 177-202, Emerald Group Publishing Limited.
  29. Jiaying Gu & Stanislav Volgushev, 2018. "Panel Data Quantile Regression with Grouped Fixed Effects," Papers 1801.05041, arXiv.org, revised Aug 2018.
  30. Denis Chetverikov & Elena Manresa, 2022. "Spectral and post-spectral estimators for grouped panel data models," Papers 2212.13324, arXiv.org, revised Dec 2022.
  31. Okui, Ryo & Yanagi, Takahide, 2019. "Panel data analysis with heterogeneous dynamics," Journal of Econometrics, Elsevier, vol. 212(2), pages 451-475.
  32. Chang Cai & Sandy Dall’Erba, 2021. "On the evaluation of heterogeneous climate change impacts on US agriculture: does group membership matter?," Climatic Change, Springer, vol. 167(1), pages 1-23, July.
  33. Juan Romero-Padilla, 2018. "A method for clustering panel data based on parameter homogeneity," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 7(3), pages 1-3.
  34. Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2022. "The boosted HP filter is more general than you might think," Papers 2209.09810, arXiv.org, revised Apr 2024.
  35. Saptorshee Kanto Chakraborty & Massimiliano Mazzanti, 2021. "Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(3), pages 923-941, October.
  36. Zhan Gao & M. Hashem Pesaran, 2023. "Identification and estimation of categorical random coefficient models," Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June.
  37. Fei Liu & Jiti Gao & Yanrong Yang, 2019. "Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness," Monash Econometrics and Business Statistics Working Papers 24/19, Monash University, Department of Econometrics and Business Statistics.
  38. Francesco Fallucchi & Andrea Mercatanti & Jan Niederreiter, 2021. "Identifying types in contest experiments," International Journal of Game Theory, Springer;Game Theory Society, vol. 50(1), pages 39-61, March.
  39. Ando, Tomohiro & Bai, Jushan, 2021. "Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity," MPRA Paper 111431, University Library of Munich, Germany.
  40. Mammen, Enno & Wilke, Ralf A. & Zapp, Kristina Maria, 2022. "Estimation of group structures in panel models with individual fixed effects," ZEW Discussion Papers 22-023, ZEW - Leibniz Centre for European Economic Research.
  41. Jiti Gao & Kai Xia, 2017. "Heterogeneous panel data models with cross-sectional dependence," Monash Econometrics and Business Statistics Working Papers 16/17, Monash University, Department of Econometrics and Business Statistics.
  42. Zhan Gao & Zhentao Shi, 2021. "Implementing Convex Optimization in R: Two Econometric Examples," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 1127-1135, December.
  43. Yeonwoo Rho & Yun Liu & Hie Joo Ahn, 2020. "Revealing Cluster Structures Based on Mixed Sampling Frequencies," Papers 2004.09770, arXiv.org, revised Feb 2021.
  44. Nibbering, D. & Paap, R., 2019. "Panel Forecasting with Asymmetric Grouping," Econometric Institute Research Papers EI-2019-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  45. Daniel J. Lewis & Davide Melcangi & Laura Pilossoph & Aidan Toner‐Rodgers, 2023. "Approximating grouped fixed effects estimation via fuzzy clustering regression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1077-1084, November.
  46. Su, Liangjun & Ju, Gaosheng, 2018. "Identifying latent grouped patterns in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 554-573.
  47. Ziwei Mei & Zhentao Shi, 2022. "On LASSO for High Dimensional Predictive Regression," Papers 2212.07052, arXiv.org, revised Jan 2024.
  48. Okui, Ryo & Wang, Wendun, 2021. "Heterogeneous structural breaks in panel data models," Journal of Econometrics, Elsevier, vol. 220(2), pages 447-473.
  49. Kong, Jianning & Phillips, Peter C.B. & Sul, Donggyu, 2019. "Weak σ-convergence: Theory and applications," Journal of Econometrics, Elsevier, vol. 209(2), pages 185-207.
  50. Ryo Okui & Takahide Yanagi, 2020. "Kernel estimation for panel data with heterogeneous dynamics [Econometric tools for analyzing market outcomes]," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 156-175.
  51. Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021. "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, vol. 221(1), pages 198-222.
  52. Hafner, Christian & Walders, Fabian, 2016. "Heterogeneous Liquidity Effects in Corporate Bond Spreads," LIDAM Discussion Papers ISBA 2016050, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  53. Pigini, Claudia & Pionati, Alessandro & Valentini, Francesco, 2023. "Specification testing with grouped fixed effects," MPRA Paper 117821, University Library of Munich, Germany.
  54. Max Cytrynbaum, 2020. "Blocked Clusterwise Regression," Papers 2001.11130, arXiv.org.
  55. Bhaumik, Sumon K. & Chowdhury, Subhasish M. & Dimova, Ralitza & Fromell, Hanna, 2023. "Identity, Communication, and Conflict: An Experiment," IZA Discussion Papers 16020, Institute of Labor Economics (IZA).
  56. Wei Chen & Xilu Chen & Chang-Tai Hsieh & Zheng Song, 2019. "A Forensic Examination of China's National Accounts," NBER Working Papers 25754, National Bureau of Economic Research, Inc.
  57. Choi, In & Lin, Rui & Shin, Yongcheol, 2023. "Canonical correlation-based model selection for the multilevel factors," Journal of Econometrics, Elsevier, vol. 233(1), pages 22-44.
  58. Wang, Wei & Xiao, Zhijie & Ren, Yanyan & Yan, Xiaodong, 2023. "A bi-integrative analysis of two-dimensional heterogeneous panel data models," Economics Letters, Elsevier, vol. 230(C).
  59. Jiangtao Duan & Wei Gao & Hao Qu & Hon Keung Tony, 2019. "Subspace Clustering for Panel Data with Interactive Effects," Papers 1909.09928, arXiv.org, revised Feb 2021.
  60. Ivan Fernandez-Val & Wayne Yuan Gao & Yuan Liao & Francis Vella, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," Papers 2202.04154, arXiv.org, revised Jan 2023.
  61. Liebl, Dominik & Walders, Fabian, 2019. "Parameter regimes in partial functional panel regression," Econometrics and Statistics, Elsevier, vol. 11(C), pages 105-115.
  62. Yiren Wang & Liangjun Su & Yichong Zhang, 2022. "Low-rank Panel Quantile Regression: Estimation and Inference," Papers 2210.11062, arXiv.org.
  63. Myungkou Shin, 2022. "Finitely Heterogeneous Treatment Effect in Event-study," Papers 2204.02346, arXiv.org, revised Feb 2024.
  64. Sophie Therese Schneider & Konstantin M. Wacker, 2022. "Explaining the global landscape of foreign direct investment: Knowledge capital, gravity, and the role of culture and institutions," The World Economy, Wiley Blackwell, vol. 45(10), pages 3080-3108, October.
  65. Likai Chen & Georg Keilbar & Liangjun Su & Weining Wang, 2023. "Tests for Many Treatment Effects in Regression Discontinuity Panel Data Models," Papers 2312.01162, arXiv.org.
  66. Friedel Bolle & Jonathan H. W. Tan, 2021. "Behavioral types of the dark side: identifying heterogeneous conflict strategies," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 7(1), pages 49-63, September.
  67. Zhentao Shi & Liangjun Su & Tian Xie, 2020. "L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis," Papers 2010.09477, arXiv.org, revised Aug 2022.
  68. Arturas Juodis & Yiannis Karavias, 2019. "Partially heterogeneous tests for Granger non-causality in panel data," Bank of Lithuania Working Paper Series 59, Bank of Lithuania.
  69. Levent Kutlu & Kien C. Tran & Mike G. Tsionas, 2020. "Unknown latent structure and inefficiency in panel stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 54(1), pages 75-86, August.
  70. Jan Niederreiter, 2023. "Broadening Economics in the Era of Artificial Intelligence and Experimental Evidence," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(1), pages 265-294, March.
  71. Srinivasan, Shweta & Kholod, Nazar & Chaturvedi, Vaibhav & Ghosh, Probal Pratap & Mathur, Ritu & Clarke, Leon & Evans, Meredydd & Hejazi, Mohamad & Kanudia, Amit & Koti, Poonam Nagar & Liu, Bo & Parik, 2018. "Water for electricity in India: A multi-model study of future challenges and linkages to climate change mitigation," Applied Energy, Elsevier, vol. 210(C), pages 673-684.
  72. Boyuan Zhang, 2020. "Forecasting with Bayesian Grouped Random Effects in Panel Data," Papers 2007.02435, arXiv.org, revised Oct 2020.
  73. Wang, Yiren & Phillips, Peter C.B. & Su, Liangjun, 2024. "Panel data models with time-varying latent group structures," Journal of Econometrics, Elsevier, vol. 240(1).
  74. Wagner, Martin & Grabarczyk, Peter & Hong, Seung Hyun, 2020. "Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions," Journal of Econometrics, Elsevier, vol. 214(1), pages 216-255.
  75. Levent Kutlu & Robin C. Sickles & Mike G. Tsionas & Emmanuel Mamatzakis, 2022. "Heterogeneous decision-making and market power: an application to Eurozone banks," Empirical Economics, Springer, vol. 63(6), pages 3061-3092, December.
  76. Huang, Danyang & Hu, Wei & Jing, Bingyi & Zhang, Bo, 2023. "Grouped spatial autoregressive model," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
  77. Jorge A. Rivero, 2023. "Unobserved Grouped Heteroskedasticity and Fixed Effects," Papers 2310.14068, arXiv.org, revised Oct 2023.
  78. Chiang, Harold D. & Rodrigue, Joel & Sasaki, Yuya, 2023. "Post-Selection Inference In Three-Dimensional Panel Data," Econometric Theory, Cambridge University Press, vol. 39(3), pages 623-658, June.
  79. Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020. "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 219(1), pages 137-170.
  80. Babii, Andrii & Ball, Ryan T. & Ghysels, Eric & Striaukas, Jonas, 2023. "Machine learning panel data regressions with heavy-tailed dependent data: Theory and application," Journal of Econometrics, Elsevier, vol. 237(2).
  81. Yang, Shuquan & Ling, Nengxiang, 2023. "Robust projected principal component analysis for large-dimensional semiparametric factor modeling," Journal of Multivariate Analysis, Elsevier, vol. 195(C).
  82. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
  83. Alonso, Andrés M. & Galeano, Pedro & Peña, Daniel, 2020. "A robust procedure to build dynamic factor models with cluster structure," Journal of Econometrics, Elsevier, vol. 216(1), pages 35-52.
  84. Dong Hwan Oh & Andrew J. Patton, 2021. "Dynamic Factor Copula Models with Estimated Cluster Assignments," Finance and Economics Discussion Series 2021-029r1, Board of Governors of the Federal Reserve System (U.S.), revised 06 May 2022.
  85. Weijie Cui & Yong Li, 2023. "Bicluster Analysis of Heterogeneous Panel Data via M-Estimation," Mathematics, MDPI, vol. 11(10), pages 1-19, May.
  86. Jia Chen, 2019. "Estimating latent group structure in time-varying coefficient panel data models," The Econometrics Journal, Royal Economic Society, vol. 22(3), pages 223-240.
  87. Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2023. "Inference of Grouped Time-Varying Network Vector Autoregression Models," Monash Econometrics and Business Statistics Working Papers 5/23, Monash University, Department of Econometrics and Business Statistics.
  88. Michael Vogt & Oliver Linton, 2015. "Classification of nonparametric regression functions in heterogeneous panels," CeMMAP working papers CWP06/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  89. Ayden Higgins & Federico Martellosio, 2019. "Shrinkage Estimation of Network Spillovers with Factor Structured Errors," Papers 1909.02823, arXiv.org, revised Nov 2021.
  90. Gao, Jiti & Xia, Kai & Zhu, Huanjun, 2020. "Heterogeneous panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 219(2), pages 329-353.
  91. Dong, Yingjie & Huang, Wenxin & Tse, Yiu-Kuen, 2023. "Price comovement and market segmentation of Chinese A- and H-shares: Evidence from a panel latent-factor model," Journal of International Money and Finance, Elsevier, vol. 131(C).
  92. Yu Hao & Hiroyuki Kasahara, 2022. "Testing the Number of Components in Finite Mixture Normal Regression Model with Panel Data," Papers 2210.02824, arXiv.org, revised Jun 2023.
  93. Mehrabani, Ali, 2023. "Estimation and identification of latent group structures in panel data," Journal of Econometrics, Elsevier, vol. 235(2), pages 1464-1482.
  94. Hie Joo Ahn & Yun Liu & Yeonwoo Rho, 2020. "Revealing Cluster Structures Based on Mixed Sampling Frequencies," Finance and Economics Discussion Series 2020-082, Board of Governors of the Federal Reserve System (U.S.).
  95. Lu, Xun & Su, Liangjun, 2023. "Uniform inference in linear panel data models with two-dimensional heterogeneity," Journal of Econometrics, Elsevier, vol. 235(2), pages 694-719.
  96. Hong, Shengjie & Su, Liangjun & Jiang, Tao, 2023. "Profile GMM estimation of panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 235(2), pages 927-948.
  97. Sophie-Charlotte Klose, 2020. "Identifying Latent Structures in Maternal Employment: Evidence on the German Parental Benefit Reform," Papers 2011.03541, arXiv.org.
  98. Kathleen T. Li, 2024. "Frontiers: A Simple Forward Difference-in-Differences Method," Marketing Science, INFORMS, vol. 43(2), pages 267-279, March.
  99. Zhang, Yingying & Wang, Huixia Judy & Zhu, Zhongyi, 2019. "Quantile-regression-based clustering for panel data," Journal of Econometrics, Elsevier, vol. 213(1), pages 54-67.
  100. Qian, Junhui & Su, Liangjun, 2016. "Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso," Journal of Econometrics, Elsevier, vol. 191(1), pages 86-109.
  101. Krasnokutskaya, Elena & Song, Kyungchul & Tang, Xun, 2022. "Estimating unobserved individual heterogeneity using pairwise comparisons," Journal of Econometrics, Elsevier, vol. 226(2), pages 477-497.
  102. Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.
  103. Lumsdaine, Robin L. & Okui, Ryo & Wang, Wendun, 2023. "Estimation of panel group structure models with structural breaks in group memberships and coefficients," Journal of Econometrics, Elsevier, vol. 233(1), pages 45-65.
  104. Bruhin, Adrian & Janizzi, Kelly & Thöni, Christian, 2020. "Uncovering the heterogeneity behind cross-cultural variation in antisocial punishment," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 291-308.
  105. Su, Liangjun & Wang, Wuyi & Xu, Xingbai, 2023. "Identifying latent group structures in spatial dynamic panels," Journal of Econometrics, Elsevier, vol. 235(2), pages 1955-1980.
  106. Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2023. "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Papers 2303.10117, arXiv.org, revised Mar 2024.
  107. Lu, Xun & Su, Liangjun, 2020. "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, vol. 215(1), pages 60-83.
  108. Archer Gong Zhang & Jiahua Chen, 2023. "Optimal Estimation under a Semiparametric Density Ratio Model," Papers 2309.09103, arXiv.org.
  109. Gu, Jiaying & Volgushev, Stanislav, 2019. "Panel data quantile regression with grouped fixed effects," Journal of Econometrics, Elsevier, vol. 213(1), pages 68-91.
  110. Guðmundsson, Guðmundur Stefán & Brownlees, Christian, 2021. "Detecting groups in large vector autoregressions," Journal of Econometrics, Elsevier, vol. 225(1), pages 2-26.
  111. Geert Dhaene & Martin Weidner, 2023. "Approximate Functional Differencing," Papers 2301.13736, arXiv.org, revised May 2023.
  112. Michael Vogt & Oliver Linton, 2017. "Classification of non-parametric regression functions in longitudinal data models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(1), pages 5-27, January.
  113. Li, Kunpeng & Cui, Guowei & Lu, Lina, 2020. "Efficient estimation of heterogeneous coefficients in panel data models with common shocks," Journal of Econometrics, Elsevier, vol. 216(2), pages 327-353.
  114. Thomas Wiemann, 2023. "Optimal Categorical Instrumental Variables," Papers 2311.17021, arXiv.org.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.