Identifying Latent Structures in Panel Data
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References listed on IDEAS
- Su, Liangjun & Chen, Qihui, 2013. "Testing Homogeneity In Panel Data Models With Interactive Fixed Effects," Econometric Theory, Cambridge University Press, vol. 29(06), pages 1079-1135, December.
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- repec:eee:appene:v:210:y:2018:i:c:p:673-684 is not listed on IDEAS
- Ryo Okui & Takahide Yanagi, 2014. "Panel Data Analysis with Heterogeneous Dynamics," KIER Working Papers 906, Kyoto University, Institute of Economic Research.
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More about this item
KeywordsClassification; Cluster analysis; Convergence club; Dynamic panel; Group Lasso; High dimensionality; Oracle property; Panel structure model; Parameter heterogeneity; Penalized least squares; Penalized GMM;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-08-25 (All new papers)
- NEP-ECM-2014-08-25 (Econometrics)
- NEP-SEA-2014-08-25 (South East Asia)
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