Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
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DOI: 10.1080/07350015.2017.1340299
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Cited by:
- 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.
- Miao, Ke & Su, Liangjun & Wang, Wendun, 2020.
"Panel threshold regressions with latent group structures,"
Journal of Econometrics, Elsevier, vol. 214(2), pages 451-481.
- Ke, Miao & Su, Liangjun & Wang, Wendun, 2019. "Panel threshold regressions with latent group structures," Economics and Statistics Working Papers 13-2019, Singapore Management University, School of Economics.
- 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.
- Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2020. "Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence," Economics and Statistics Working Papers 7-2020, Singapore Management University, School of Economics.
- Yiren Wang & Peter C B Phillips & Liangjun Su, 2023.
"Panel Data Models with Time-Varying Latent Group Structures,"
Papers
2307.15863, arXiv.org.
- Yiren Wang & Peter C. B. Phillips & Liangjun Su, 2023. "Panel Data Models with Time-Varying Latent Group Structures," Cowles Foundation Discussion Papers 2364, Cowles Foundation for Research in Economics, Yale University.
- Huang, Danyang & Hu, Wei & Jing, Bingyi & Zhang, Bo, 2023. "Grouped spatial autoregressive model," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
- 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.
- 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.
- Mehrabani, Ali, 2023. "Estimation and identification of latent group structures in panel data," Journal of Econometrics, Elsevier, vol. 235(2), pages 1464-1482.
- 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.
- Daniel Czarnowske, 2022. "A Classifier-Lasso Approach for Estimating Production Functions with Latent Group Structures," Papers 2203.02220, arXiv.org.
- Okui, Ryo & Wang, Wendun, 2021.
"Heterogeneous structural breaks in panel data models,"
Journal of Econometrics, Elsevier, vol. 220(2), pages 447-473.
- Ryo Okui & Wendun Wang, 2018. "Heterogeneous structural breaks in panel data models," Papers 1801.04672, arXiv.org, revised Nov 2018.
- 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.
- Zhan Gao & Zhentao Shi, 2018. "Implementing Convex Optimization in R: Two Econometric Examples," Papers 1806.10423, arXiv.org, revised Aug 2019.
- 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.
- Boyuan Zhang, 2022. "Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models," Papers 2211.16714, arXiv.org, revised Oct 2023.
- 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.
- Ruiqi Liu & Anton Schick & Zuofeng Shang & Yonghui Zhang & Qiankun Zhou, 2018. "Identification and estimation in panel models with overspecified number of groups," Departmental Working Papers 2018-03, Department of Economics, Louisiana State University.
- Wang, Wuyi & Su, Liangjun, 2021.
"Identifying latent group structures in nonlinear panels,"
Journal of Econometrics, Elsevier, vol. 220(2), pages 272-295.
- Wang, Wuyi & Su, Liangjun, 2017. "Identifying Latent Group Structures in Nonlinear Panels," Economics and Statistics Working Papers 19-2017, Singapore Management University, School of Economics.
- Yiren Wang & Liangjun Su & Yichong Zhang, 2022. "Low-rank Panel Quantile Regression: Estimation and Inference," Papers 2210.11062, arXiv.org.
- 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.
- Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia, 2023. "Specification tests for time-varying coefficient models," Journal of Econometrics, Elsevier, vol. 235(2), pages 720-744.
- Boyuan Zhang, 2020. "Forecasting with Bayesian Grouped Random Effects in Panel Data," Papers 2007.02435, arXiv.org, revised Oct 2020.
- 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.
- 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.
- 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.
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