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

  • Kapetanios, George
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    File URL: http://www.sciencedirect.com/science/article/B6V85-4H0BSR2-1/2/caff8e511f667cdf87456e68f26e52af
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    Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

    Volume (Year): 30 (2006)
    Issue (Month): 8 (August)
    Pages: 1389-1408

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    Handle: RePEc:eee:dyncon:v:30:y:2006:i:8:p:1389-1408
    Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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    1. Georgios Chortareas & George Kapetanios, 2004. "The Yen Real Exchange Rate may be Stationary after all: Evidence from Non-linear Unit-root Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(1), pages 113-131, 02.
    2. Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
    3. repec:att:wimass:9419 is not listed on IDEAS
    4. Baltagi, Badi H. & Hidalgo, Javier & Li, Qi, 1996. "A nonparametric test for poolability using panel data," Journal of Econometrics, Elsevier, vol. 75(2), pages 345-367, December.
    5. Dorsey, Robert E & Mayer, Walter J, 1995. "Genetic Algorithms for Estimation Problems with Multiple Optima, Nondifferentiability, and Other Irregular Features," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 53-66, January.
    6. Durlauf, Steven N & Johnson, Paul A, 1995. "Multiple Regimes and Cross-Country Growth Behaviour," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(4), pages 365-84, Oct.-Dec..
    7. Maurice Obstfeld & Kenneth Rogoff, 2001. "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?," International Trade 0012003, EconWPA.
    8. Paap, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 2003. "Does Africa grow slower than Asia and Latin America?," Econometric Institute Research Papers EI 2003-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    9. Marimon, Ramon & McGrattan, Ellen & Sargent, Thomas J., 1990. "Money as a medium of exchange in an economy with artificially intelligent agents," Journal of Economic Dynamics and Control, Elsevier, vol. 14(2), pages 329-373, May.
    10. Sin, Chor-Yiu & White, Halbert, 1996. "Information criteria for selecting possibly misspecified parametric models," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 207-225.
    11. Ziemer, Rod F. & Wetzstein, Michael E., 1983. "A Stein-rule method for pooling data," Economics Letters, Elsevier, vol. 11(1-2), pages 137-143.
    12. Goffe, William L. & Ferrier, Gary D. & Rogers, John, 1994. "Global optimization of statistical functions with simulated annealing," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 65-99.
    13. Ostermark, Ralf, 1999. "Solving Irregular Econometric and Mathematical Optimization Problems with a Genetic Hybrid Algorithm," Computational Economics, Society for Computational Economics, vol. 13(2), pages 103-15, April.
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