A Panel Clustering Approach to Analyzing Bubble Behavior
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- 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.
- Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022. "A Panel Clustering Approach to Analyzing Bubble Behavior," Cowles Foundation Discussion Papers 2323, Cowles Foundation for Research in Economics, Yale University.
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- Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.
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More about this item
Keywords
Bubbles; Clustering; Mildly explosive behavior; k-means; Latent membership detection;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G01 - Financial Economics - - General - - - Financial Crises
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-03-21 (Banking)
- NEP-ECM-2022-03-21 (Econometrics)
- NEP-ETS-2022-03-21 (Econometric Time Series)
- NEP-ORE-2022-03-21 (Operations Research)
- NEP-SEA-2022-03-21 (South East Asia)
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