Determining the number of groups in latent panel structures with an application to income and democracy
We consider a latent group panel structure as recently studied by Su, Shi, and Phillips (2014), where the number of groups is unknown and has to be determined empirically. We propose a testing procedure to determine the number of roups. Our test is a residualbased LM-type test. We show that after be...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2017
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1748 https://ink.library.smu.edu.sg/context/soe_research/article/2747/viewcontent/Lu_et_al_2017_Quantitative_Economics.pdf |
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| Institution: | Singapore Management University |
| Language: | English |