Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors
Download full text from publisher
References listed on IDEAS
- Stéphane Bonhomme & Elena Manresa, 2015. "Grouped Patterns of Heterogeneity in Panel Data," Econometrica, Econometric Society, vol. 83(3), pages 1147-1184, May.
- Bester, C. Alan & Hansen, Christian B., 2016. "Grouped effects estimators in fixed effects models," Journal of Econometrics, Elsevier, vol. 190(1), pages 197-208.
- Thibaut Lamadon & Elena Manresa & Stephane Bonhomme, 2016. "Discretizing Unobserved Heterogeneity," 2016 Meeting Papers 1536, Society for Economic Dynamics.
- Tomohiro Ando & Jushan Bai, 2016.
"Panel Data Models with Grouped Factor Structure Under Unknown Group Membership,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 31(1), pages 163-191, January.
- Bai, Jushan & Ando, Tomohiro, 2013. "Panel data models with grouped factor structure under unknown group membership," MPRA Paper 52782, University Library of Munich, Germany.
- Arellano, M, 1987. "Computing Robust Standard Errors for Within-Groups Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(4), pages 431-434, November.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ryo Okui & Wendun Wang, 2018. "Heterogeneous structural breaks in panel data models," Papers 1801.04672, arXiv.org.
More about this item
KeywordsLarge dynamic panels; spatial data; group-specific heterogeneity; clustering; asymptotics; large-scale non-convex mixed-integer program; difference of convex (d.c.) functions; DCA; Variable Neighborhood Search (VNS);
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-06-18 (All new papers)
- NEP-ECM-2017-06-18 (Econometrics)
- NEP-ORE-2017-06-18 (Operations Research)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:79709. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joachim Winter). General contact details of provider: http://edirc.repec.org/data/vfmunde.html .