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Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-t Distributions

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  • Juárez, Miguel A.
  • Steel, Mark F. J.

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  • Juárez, Miguel A. & Steel, Mark F. J., 2010. "Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-t Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 52-66.
  • Handle: RePEc:bes:jnlbes:v:28:i:1:y:2010:p:52-66
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    File URL: http://pubs.amstat.org/doi/abs/10.1198/jbes.2009.07145
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    Cited by:

    1. Haupt, Harry & Meier, Verena, 2016. "Dealing with heterogeneity, nonlinearity and club misclassification in growth convergence: A nonparametric two-step approach," Center for Mathematical Economics Working Papers 455, Center for Mathematical Economics, Bielefeld University.
    2. Yasutomo Murasawa, 2013. "Measuring Inflation Expectations Using Interval-Coded Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(4), pages 602-623, August.
    3. Aßmann, Christian & Boysen-Hogrefe, Jens, 2011. "A Bayesian approach to model-based clustering for binary panel probit models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 261-279, January.
    4. Sylvia Frühwirth‐Schnatter & Christoph Pamminger & Andrea Weber & Rudolf Winter‐Ebmer, 2012. "Labor market entry and earnings dynamics: Bayesian inference using mixtures‐of‐experts Markov chain clustering," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(7), pages 1116-1137, November.
    5. Sylvia Frühwirth-Schnatter, 2011. "Panel data analysis: a survey on model-based clustering of time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 5(4), pages 251-280, December.
    6. Sylvia Frühwirth-Schnatter & Stefan Pittner & Andrea Weber & Rudolf Winter-Ebmer, 2016. "Analysing Plant Closure Effects Using Time-Varying Mixture-of-Experts Markov Chain Clustering," Economics working papers 2016-10, Department of Economics, Johannes Kepler University Linz, Austria.
    7. repec:eee:csdana:v:113:y:2017:i:c:p:475-496 is not listed on IDEAS

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