Nonstationary panels with unobserved heterogeneity

This dissertation develops several econometric techniques to address the unobserved heterogeneity in nonstationary panels, namely identifying latent group structures in cointegrated panels, studying nonstationary panels with both cross-sectional dependence and latent group structures, and estimating...

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Bibliographic Details
Main Author: HUANG, Wenxin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2018
Subjects:
Online Access:https://ink.library.smu.edu.sg/etd_coll/526
https://ink.library.smu.edu.sg/context/etd_coll/article/1517/viewcontent/Nonstationary_panels_with_unobserved_heterogeneity.pdf
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Institution: Singapore Management University
Language: English