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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2014
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1596 https://ink.library.smu.edu.sg/context/soe_research/article/2595/viewcontent/07_2014.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |