Determining the number of groups in latent panel structures with an application to income and democracy

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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書目詳細資料
Main Authors:	LU, Xun, SU, Liangjun
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2017
主題:	Classifier Lasso Dynamic panel Latent structure Penalized least square Number of groups Econometrics
在線閱讀:	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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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