Identifying Latent Structures in Panel Data

Identifying Latent Structures in Panel Data

This paper provides a novel mechanism for identifying and estimating latent group structures in panel data using penalized regression techniques. We focus on linear models where the slope parameters are heterogeneous across groups but homogenous within a group and the group membership is unknown. Tw...

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Bibliographic Details
Main Authors: SU, Liangjun, SHI, Zhentao, PHILLIPS, Peter C. B.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2013
Subjects:
Classification
Cluster analysis
Convergence club
Dynamic panel
Group Lasso
High dimensionality
Oracle property
Panel structure model
Parameter heterogeneity
Penalized least squares
Penalized GMM
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1561
https://ink.library.smu.edu.sg/context/soe_research/article/2560/viewcontent/panel_structure_20131204.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/1561
https://ink.library.smu.edu.sg/context/soe_research/article/2560/viewcontent/panel_structure_20131204.pdf

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