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Grouped Patterns of Heterogeneity in Panel Data

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Cited by:

  1. Bonhomme, Stéphane & Denis, Angela, 2024. "Estimating heterogeneous effects: Applications to labor economics," Labour Economics, Elsevier, vol. 91(C).
  2. Lisa Oberlander & Anne‐Célia Disdier & Fabrice Etilé, 2017. "Globalisation and national trends in nutrition and health: A grouped fixed‐effects approach to intercountry heterogeneity," Health Economics, John Wiley & Sons, Ltd., vol. 26(9), pages 1146-1161, September.
  3. Oliver Cassagneau-Francis, 2022. "Revisiting the Returns to Higher Education: Heterogeneity by Cognitive and Non-Cognitive Abilities," SciencePo Working papers Main hal-04067399, HAL.
  4. Leng, Xuan & Chen, Heng & Wang, Wendun, 2023. "Multi-dimensional latent group structures with heterogeneous distributions," Journal of Econometrics, Elsevier, vol. 233(1), pages 1-21.
  5. Ryo Okui & Yutao Sun & Wendun Wang, 2025. "Recovering latent linkage structures and spillover effects with structural breaks in panel data models," Papers 2501.09517, arXiv.org.
  6. Yoonseok Lee & Donggyu Sul, 2022. "Trimmed Mean Group Estimation," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 177-202, Emerald Group Publishing Limited.
  7. Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2024. "Panel data nowcasting: The case of price–earnings ratios," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 292-307, March.
  8. Castro, Rui & Lange, Fabian & Poschke, Markus, 2024. "Labour force transitions," CLEF Working Paper Series 78, Canadian Labour Economics Forum (CLEF), University of Waterloo.
  9. Vanessa Alviarez & Keith Head & Thierry Mayer, 2025. "Global Giants and Local Stars: How Changes in Brand Ownership Affect Competition," American Economic Journal: Microeconomics, American Economic Association, vol. 17(1), pages 389-434, February.
  10. Mammen, Enno & Wilke, Ralf A. & Zapp, Kristina Maria, 2022. "Estimation of group structures in panel models with individual fixed effects," ZEW Discussion Papers 22-023, ZEW - Leibniz Centre for European Economic Research.
  11. Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023. "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," Papers 2310.13785, arXiv.org, revised Feb 2024.
  12. Isabelle Chort & Maëlys de la Rupelle, 2022. "Managing the impact of climate on migration: evidence from Mexico," Journal of Population Economics, Springer;European Society for Population Economics, vol. 35(4), pages 1777-1819, October.
  13. Nibbering, D. & Paap, R., 2019. "Panel Forecasting with Asymmetric Grouping," Econometric Institute Research Papers EI-2019-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Hansen, Christian & Liao, Yuan, 2019. "The Factor-Lasso And K-Step Bootstrap Approach For Inference In High-Dimensional Economic Applications," Econometric Theory, Cambridge University Press, vol. 35(3), pages 465-509, June.
  15. Jolivet, Grégory & Postel-Vinay, Fabien, 2020. "A Structural Analysis of Mental Health and Labor Market Trajectories," IZA Discussion Papers 13518, Institute of Labor Economics (IZA).
  16. Custodio João, Igor & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2023. "Dynamic clustering of multivariate panel data," Journal of Econometrics, Elsevier, vol. 237(2).
  17. Manuel Arellano & Stéphane Bonhomme & Micole De Vera & Laura Hospido & Siqi Wei, 2022. "Income risk inequality: Evidence from Spanish administrative records," Quantitative Economics, Econometric Society, vol. 13(4), pages 1747-1801, November.
  18. Ryo Okui & Takahide Yanagi, 2020. "Kernel estimation for panel data with heterogeneous dynamics," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 156-175.
  19. Simone Bertoli & Jesus Fernández-Huertas Moraga, 2012. "Visa Policies, Networks and the Cliff at the Border," Working Papers 2012-12, FEDEA.
  20. Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2024. "Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1026-1040, July.
  21. Patrick Moran & Martin Orquote Connell & Cormac Orquote Dea & Francesca Parodi, 2021. "Heterogeneity in Household Spending and Well-being around Retirement," Working Papers wp427, University of Michigan, Michigan Retirement Research Center.
  22. Lena Janys & Bettina Siflinger, 2021. "Mental Health and Abortions among Young Women: Time-Varying Unobserved Heterogeneity, Health Behaviors, and Risky Decisions," ECONtribute Discussion Papers Series 083, University of Bonn and University of Cologne, Germany.
  23. Min Wang & Yunbei Ma, 2024. "Spatial Heterogeneity and Clustering of County-Level Carbon Emissions in China," Sustainability, MDPI, vol. 16(23), pages 1-17, November.
  24. Nicolli, Francesco & Gilli, Marianna & Vona, Francesco, 2025. "Inequality and climate change: Two problems, one solution?," Energy Economics, Elsevier, vol. 145(C).
  25. Gerald Carlino & Thorsten Drautzburg, 2020. "The role of startups for local labor markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 751-775, September.
  26. Johar, Meliyanni & Johnston, David W. & Shields, Michael A. & Siminski, Peter & Stavrunova, Olena, 2022. "The economic impacts of direct natural disaster exposure," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 26-39.
  27. Susan Athey & Guido Imbens, 2025. "Identification of Average Treatment Effects in Nonparametric Panel Models," Papers 2503.19873, arXiv.org.
  28. Auriol, Emmanuelle & Biancini, Sara & Paillacar, Rodrigo, 2023. "Intellectual property rights protection and trade: An empirical analysis," World Development, Elsevier, vol. 162(C).
  29. Zhu, Yinchu & Timmermann, Allan, 2022. "Conditional rotation between forecasting models," Journal of Econometrics, Elsevier, vol. 231(2), pages 329-347.
  30. Margherita Borella & Francisco A. Bullano & Mariacristina De Nardi & Benjamin Krueger & Elena Manresa, 2024. "Health Inequality and Health Types," NBER Working Papers 32799, National Bureau of Economic Research, Inc.
  31. Doris A. Oberdabernig & Stefan Humer & Jesus Crespo Cuaresma, 2018. "Democracy, Geography and Model Uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, vol. 65(2), pages 154-185, May.
  32. Carter Patrick, 2013. "Does Foreign Aid Displace Domestic Taxation?," Journal of Globalization and Development, De Gruyter, vol. 4(1), pages 1-47, August.
  33. Cerqua Augusto & Di Stefano Roberta & Mattera Raffaele, 2024. "The Clustered Dose-Response Function Estimator for continuous treatment with heterogeneous treatment effects," Papers 2409.08773, arXiv.org.
  34. Huang, Danyang & Hu, Wei & Jing, Bingyi & Zhang, Bo, 2023. "Grouped spatial autoregressive model," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
  35. Thibaut Lamadon & Elena Manresa & Stephane Bonhomme, 2016. "Discretizing Unobserved Heterogeneity," 2016 Meeting Papers 1536, Society for Economic Dynamics.
  36. Carlos Vladimir Rodríguez-Caballero, 2016. "Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure," CREATES Research Papers 2016-31, Department of Economics and Business Economics, Aarhus University.
  37. Iris Kesternich & Bettina Siflinger & James P. Smith & Franziska Valder, 2022. "Relationship Stability: Evidence from Labor and Marriage Markets," CEBI working paper series 22-20, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  38. Andrey G. Maksimov & Marina S. Telezhkina, 2024. "Similarity Of Structural Changes: The Case Of University Enrollment Rates," HSE Working papers WP BRP 271/EC/2024, National Research University Higher School of Economics.
  39. Jack Blundell, 2020. "Clusters in UK Self-Employment," CEP Occasional Papers 48, Centre for Economic Performance, LSE.
  40. Smith, Simon C. & Timmermann, Allan & Zhu, Yinchu, 2019. "Variable selection in panel models with breaks," Journal of Econometrics, Elsevier, vol. 212(1), pages 323-344.
  41. 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.
  42. Yong Cai, 2021. "Panel Data with Unknown Clusters," Papers 2106.05503, arXiv.org, revised Jan 2022.
  43. Bartolucci, Francesco & Belotti, Federico & Peracchi, Franco, 2015. "Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data," Journal of Econometrics, Elsevier, vol. 184(1), pages 111-123.
  44. Bruce E. Hansen & Seojeong Lee, 2021. "Inference for Iterated GMM Under Misspecification," Econometrica, Econometric Society, vol. 89(3), pages 1419-1447, May.
  45. Jack Blundell, 2020. "Clusters in UK Self-Employment," CEP Occasional Papers 048, Centre for Economic Performance, LSE.
  46. Ayden Higgins & Federico Martellosio, 2019. "Shrinkage Estimation of Network Spillovers with Factor Structured Errors," Papers 1909.02823, arXiv.org, revised Nov 2021.
  47. Jaeho Kim & Le Wang, 2019. "Hidden group patterns in democracy developments: Bayesian inference for grouped heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 1016-1028, September.
  48. Bradford, Scott C. & Negi, Digvijay Singh & Ramaswami, Bharat, 2022. "International risk sharing for food staples," Journal of Development Economics, Elsevier, vol. 158(C).
  49. Bastien Buchwalter & Francis X. Diebold & Kamil Yilmaz, 2025. "Clustered Network Connectedness:A New Measurement Frameworkwith Application to Global Equity Markets," PIER Working Paper Archive 25-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  50. Aguiar, Victor H. & Kashaev, Nail & Allen, Roy, 2023. "Prices, profits, proxies, and production," Journal of Econometrics, Elsevier, vol. 235(2), pages 666-693.
  51. Simon Freyaldenhoven & Christian Hansen & Jorge Perez Perez & Jesse Shapiro, 2021. "Visualization, Identification, and stimation in the Linear Panel Event-Study Design," Working Papers 21-44, Federal Reserve Bank of Philadelphia.
  52. Audoly, Richard & McGee, Rory & Ocampo Díaz, Sergio & Paz Pardo, Gonzalo, 2024. "The life-cycle dynamics of wealth mobility," CLEF Working Paper Series 68, Canadian Labour Economics Forum (CLEF), University of Waterloo.
  53. Frederik Almar & Benjamin Friedrich & Ana Reynoso & Bastian Schulz & Rune M. Vejlin, 2025. "Educational Ambition, Marital Sorting, and Inequality," NBER Working Papers 33683, National Bureau of Economic Research, Inc.
  54. Sohail Ahmad Javeed & Rashid Latief & Umair Akram, 2023. "The Effects of Board Capital on Green Innovation to Improve Green Total Factor Productivity," Sustainability, MDPI, vol. 15(13), pages 1-18, June.
  55. Falk Bräuning & Siem Jan Koopman, 2016. "The dynamic factor network model with an application to global credit risk," Working Papers 16-13, Federal Reserve Bank of Boston.
  56. Inmaculada Martinez-Zarzoso & Leon Pilgrim, 2023. "Revisiting the link between income inequality and emissions," Working Papers 2023.04, International Network for Economic Research - INFER.
  57. Lena Janys & Bettina Siflinger, 2021. "Mental Health and Abortions among Young Women: Time-varying Unobserved Heterogeneity, Health Behaviors, and Risky Decisions," Papers 2103.12159, arXiv.org, revised May 2022.
  58. Ahmad, Muhammad Farooq & Lambert, Thomas & Martín-Flores, José M. & Romec, Arthur, 2024. "Does democracy shape international merger activity?," Journal of International Economics, Elsevier, vol. 152(C).
  59. Santiago Pereda-Fernández, 2021. "Copula-Based Random Effects Models for Clustered Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 575-588, March.
  60. Gómez Puig, Marta & Sosvilla-Rivero, Simón & Martínez-Zarzoso, Inmaculada, 2019. "Re-examining the debt-growth nexus: A grouped fixed-effect approach," University of Göttingen Working Papers in Economics 374, University of Goettingen, Department of Economics.
  61. Guner, Nezih & Kulikova, Yuliya & Llull, Joan, 2018. "Marriage and health: Selection, protection, and assortative mating," European Economic Review, Elsevier, vol. 104(C), pages 138-166.
  62. Arturas Juodis & Simon Reese, 2018. "The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation," Papers 1810.03715, arXiv.org, revised Feb 2021.
  63. Pavel Ciaian & Edoardo Baldoni & d'Artis Kancs & Dušan Drabik, 2021. "The Capitalization of Agricultural Subsidies into Land Prices," Annual Review of Resource Economics, Annual Reviews, vol. 13(1), pages 17-38, October.
  64. 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.
  65. 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.
  66. Okui, Ryo & Wang, Wendun, 2021. "Heterogeneous structural breaks in panel data models," Journal of Econometrics, Elsevier, vol. 220(2), pages 447-473.
  67. Stephane Bonhomme, 2021. "Teams: Heterogeneity, Sorting, and Complementarity," Papers 2102.01802, arXiv.org.
  68. Pigini, Claudia & Pionati, Alessandro & Valentini, Francesco, 2023. "Specification testing with grouped fixed effects," MPRA Paper 117821, University Library of Munich, Germany.
  69. Janys, Lena & Siflinger, Bettina, 2024. "Mental health and abortions among young women: time-varying unobserved heterogeneity, health behaviors, and risky decisions," Journal of Econometrics, Elsevier, vol. 238(1).
  70. Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Martínez-Zarzoso, Inmaculada, 2022. "On the heterogeneous link between public debt and economic growth," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  71. Patrick Kline & Christopher R. Walters, 2016. "Evaluating Public Programs with Close Substitutes: The Case of HeadStart," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 131(4), pages 1795-1848.
  72. Okui, Ryo & Yanagi, Takahide, 2019. "Panel data analysis with heterogeneous dynamics," Journal of Econometrics, Elsevier, vol. 212(2), pages 451-475.
  73. repec:zbw:bofrdp:2018_018 is not listed on IDEAS
  74. Clements, Benedict J. & Gupta, Sanjeev & Khamidova, Saida, 2021. "Is military spending converging to a low level across countries?," Economic Modelling, Elsevier, vol. 94(C), pages 433-441.
  75. Tsubasa Ito & Shonosuke Sugasawa, 2023. "Grouped generalized estimating equations for longitudinal data analysis," Biometrics, The International Biometric Society, vol. 79(3), pages 1868-1879, September.
  76. Yiren Wang & Liangjun Su & Yichong Zhang, 2022. "Low-rank Panel Quantile Regression: Estimation and Inference," Papers 2210.11062, arXiv.org.
  77. Hebous, Shafik & Zimmermann, Tom, 2021. "Can government demand stimulate private investment? Evidence from U.S. federal procurement," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 178-194.
  78. Daniel Lewis & Davide Melcangi & Laura Pilossoph, 2019. "Latent Heterogeneity in the Marginal Propensity to Consume," 2019 Meeting Papers 519, Society for Economic Dynamics.
  79. Guner, Nezih & Kulikova, Yuliya & Llull, Joan, 2018. "Reprint of: Marriage and health: Selection, protection, and assortative mating," European Economic Review, Elsevier, vol. 109(C), pages 162-190.
  80. Dzemski, Andreas & Okui, Ryo, 2021. "Convergence rate of estimators of clustered panel models with misclassification," Economics Letters, Elsevier, vol. 203(C).
  81. 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.
  82. Igor Custodio João & Julia Schaumburg & André Lucas & Bernd Schwaab, 2024. "Dynamic Nonparametric Clustering of Multivariate Panel Data," Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 335-374.
  83. 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.
  84. Joseph Mullins, 2022. "Designing Cash Transfers in the Presence of Children's Human Capital Formation," Working Papers 2022-019, Human Capital and Economic Opportunity Working Group.
  85. Carolina Caetano & Gregorio Caetano & Hao Fe & Eric R. Nielsen, 2021. "A Dummy Test of Identification in Models with Bunching," Finance and Economics Discussion Series 2021-068, Board of Governors of the Federal Reserve System (U.S.).
  86. Jan Niederreiter, 2023. "Broadening Economics in the Era of Artificial Intelligence and Experimental Evidence," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(1), pages 265-294, March.
  87. Vladimir Smirnyagin, 2020. "Compositional Nature of Firm Growth and Aggregate Fluctuations," Working Papers 20-09, Center for Economic Studies, U.S. Census Bureau.
  88. Igor Custodio João, 2024. "Testing for Clustering Under Switching," Tinbergen Institute Discussion Papers 24-052/III, Tinbergen Institute.
  89. Boyuan Zhang, 2020. "Forecasting with Bayesian Grouped Random Effects in Panel Data," Papers 2007.02435, arXiv.org, revised Oct 2020.
  90. Honoré, Bo E. & Hu, Luojia, 2024. "Sample selection models without exclusion restrictions: Parameter heterogeneity and partial identification," Journal of Econometrics, Elsevier, vol. 243(1).
  91. Delis, Manthos D. & Hasan, Iftekhar & Ongena, Steven, 2020. "Democracy and credit," Journal of Financial Economics, Elsevier, vol. 136(2), pages 571-596.
  92. Jose Asturias & Jack Rossbach, 2023. "Grouped Variation In Factor Shares: An Application To Misallocation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(1), pages 325-360, February.
  93. Sun, Yan & Wan, Chuang & Zhang, Wenyang & Zhong, Wei, 2024. "A Multi-Kink quantile regression model with common structure for panel data analysis," Journal of Econometrics, Elsevier, vol. 239(2).
  94. Bruce E. Hansen & Seojeong Jay Lee, 2018. "Inference for Iterated GMM Under Misspecification and Clustering," Discussion Papers 2018-07, School of Economics, The University of New South Wales.
  95. Jie Wei & Yonghui Zhang, 2022. "Panel Probit Models with Time‐Varying Individual Effects: Reestimating the Effects of Fertility on Female Labour Participation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 799-829, August.
  96. Delis, Manthos D. & Hasan, Iftekhar & Ongena, Steven, 2018. "Democratic development and credit : “Democracy doesn't come cheap” But at least credit to its corporations will be," Research Discussion Papers 18/2018, Bank of Finland.
  97. Wang, Yiren & Phillips, Peter C.B. & Su, Liangjun, 2024. "Panel data models with time-varying latent group structures," Journal of Econometrics, Elsevier, vol. 240(1).
  98. Andrew J. Patton & Brian M. Weller, 2023. "Testing for Unobserved Heterogeneity via k-means Clustering," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 737-751, July.
  99. Ricardo Masini & Marcelo Medeiros, 2025. "Balancing Flexibility and Interpretability: A Conditional Linear Model Estimation via Random Forest," Papers 2502.13438, arXiv.org.
  100. Liu, Hao, 2019. "The communication and European Regional economic growth: The interactive fixed effects approach," Economic Modelling, Elsevier, vol. 83(C), pages 299-311.
  101. Wang, Wuyi & Su, Liangjun, 2021. "Identifying latent group structures in nonlinear panels," Journal of Econometrics, Elsevier, vol. 220(2), pages 272-295.
  102. Zhan Gao & M. Hashem Pesaran, 2024. "Identification and estimation of categorical random coefficient models," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 79-124, Springer.
  103. Michael J. Böhm & Khalil Esmkhani & Giovanni Gallipoli, 2020. "Firm Heterogeneity in Skill Returns," Working Papers 2020-082, Human Capital and Economic Opportunity Working Group.
  104. Daniel J. Lewis & Davide Melcangi & Laura Pilossoph & Aidan Toner‐Rodgers, 2023. "Approximating grouped fixed effects estimation via fuzzy clustering regression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1077-1084, November.
  105. Bräuning, Falk & Koopman, Siem Jan, 2020. "The dynamic factor network model with an application to international trade," Journal of Econometrics, Elsevier, vol. 216(2), pages 494-515.
  106. Apeti, Ablam Estel & Bambe, Bao We Wal & Edoh, Eyah Denise & Ly, Alpha, 2025. "Wealth inequality and carbon inequality," Ecological Economics, Elsevier, vol. 227(C).
  107. Ramos-Herrera María del Carmen, 2022. "How Equilibrium Exchange Rate Misalignments Influence on Economic Growth? Evidence for European Countries," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 16(1), pages 199-211, January.
  108. Evan Munro & Serena Ng, 2022. "Latent Dirichlet Analysis of Categorical Survey Responses," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 256-271, January.
  109. Bennedsen, Mikkel & Hillebrand, Eric & Jensen, Sebastian, 2023. "A neural network approach to the environmental Kuznets curve," Energy Economics, Elsevier, vol. 126(C).
  110. Langevin, R.;, 2024. "Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures," Health, Econometrics and Data Group (HEDG) Working Papers 24/16, HEDG, c/o Department of Economics, University of York.
  111. Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2022. "Discretizing Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 90(2), pages 625-643, March.
  112. Miao, Ke & Su, Liangjun & Wang, Wendun, 2020. "Panel threshold regressions with latent group structures," Journal of Econometrics, Elsevier, vol. 214(2), pages 451-481.
  113. Dante Amengual & Jesús Bueren & Julio A. Crego, 2021. "Endogenous health groups and heterogeneous dynamics of the elderly," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 878-897, November.
  114. De Groote, Olivier & Gazmuri, Ana, 2024. "School Choice and Class-Size Effects: Unintended Consequences of a Targeted Voucher Program," TSE Working Papers 24-1526, Toulouse School of Economics (TSE).
  115. Saptorshee Kanto Chakraborty & Massimiliano Mazzanti, 2021. "Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(3), pages 923-941, October.
  116. Ando, Tomohiro & Bai, Jushan, 2021. "Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity," MPRA Paper 111431, University Library of Munich, Germany.
  117. Yang, Xinfeng & Yan, Xiaodong & Huang, Jian, 2019. "High-dimensional integrative analysis with homogeneity and sparsity recovery," Journal of Multivariate Analysis, Elsevier, vol. 174(C).
  118. Anders Bredahl Kock & Haihan Tang, 2014. "Inference in High-dimensional Dynamic Panel Data Models," CREATES Research Papers 2014-58, Department of Economics and Business Economics, Aarhus University.
  119. Kopp, Thomas & Nabernegg, Markus, 2022. "Inequality and Environmental Impact – Can the Two Be Reduced Jointly?," Ecological Economics, Elsevier, vol. 201(C).
  120. Su, Liangjun & Ju, Gaosheng, 2018. "Identifying latent grouped patterns in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 554-573.
  121. 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.
  122. Pallab Ghosh & Kevin Grier & Jaeho Kim, 2021. "Heterogeneous endogeneity," Statistical Papers, Springer, vol. 62(2), pages 847-886, April.
  123. Vogt, Michael & Linton, Oliver, 2020. "Multiscale clustering of nonparametric regression curves," Journal of Econometrics, Elsevier, vol. 216(1), pages 305-325.
  124. Wang, Wei & Xiao, Zhijie & Ren, Yanyan & Yan, Xiaodong, 2023. "A bi-integrative analysis of two-dimensional heterogeneous panel data models," Economics Letters, Elsevier, vol. 230(C).
  125. Janys, L.; & Siflinger, B.;, 2019. "Abortion and mental health: The role of selection," Health, Econometrics and Data Group (HEDG) Working Papers 19/15, HEDG, c/o Department of Economics, University of York.
  126. Gago Andrés & Carozzi Felipe & Bermejo Vicente J. & Abad Jose M., 2023. "Government Turnover and External Financial Assistance," Asociación Argentina de Economía Política: Working Papers 4655, Asociación Argentina de Economía Política.
  127. Wu Wang & Ying Sun & Huixia Judy Wang, 2023. "Latent group detection in functional partially linear regression models," Biometrics, The International Biometric Society, vol. 79(1), pages 280-291, March.
  128. repec:ags:aaea22:335467 is not listed on IDEAS
  129. Francesco Bravo & Ba M. Chu & David T. Jacho-Chávez, 2017. "Semiparametric estimation of moment condition models with weakly dependent data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(1), pages 108-136, January.
  130. Yu, Lu & Gu, Jiaying & Volgushev, Stanislav, 2024. "Spectral clustering with variance information for group structure estimation in panel data," Journal of Econometrics, Elsevier, vol. 241(1).
  131. Bo E Honoré & Áureo de Paula, 2021. "Identification in simple binary outcome panel data models," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 78-93.
  132. Geert Dhaene & Martin Weidner, 2023. "Approximate functional differencing," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 379-416, December.
  133. Johannes Blum & Florian Dorn & Axel Heuer, 2021. "Political institutions and health expenditure," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 28(2), pages 323-363, April.
  134. Stéphane Bonhomme, 2021. "Selection on Welfare Gains: Experimental Evidence from Electricity Plan Choice," Working Papers 2021-15, Becker Friedman Institute for Research In Economics.
  135. Jorge A. Rivero, 2023. "Unobserved Grouped Heteroskedasticity and Fixed Effects," Papers 2310.14068, arXiv.org, revised Oct 2023.
  136. 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.
  137. Zhao, Jiayang & Liu, Jie, 2023. "Homogeneous analysis on network effects in network autoregressive model," Finance Research Letters, Elsevier, vol. 58(PD).
  138. Kopp, Thomas & Nabernegg, Markus & Lange, Steffen, 2023. "The net climate effect of digitalization, differentiating between firms and households," Energy Economics, Elsevier, vol. 126(C).
  139. Mehrabani, Ali, 2023. "Estimation and identification of latent group structures in panel data," Journal of Econometrics, Elsevier, vol. 235(2), pages 1464-1482.
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