Homogeneity pursuit in panel data models: Theory and applications

• المؤلفون الرئيسيون: WANG, Wuyi, PHILLIPS, Peter C. B., SU, Liangjun
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2016
• الموضوعات: CARDS; Clustering; Heterogeneous slopes; Income and democracy; Minimum wage and employment; Oracle estimator; Panel structure model; Econometrics; Income Distribution
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/2055; https://ink.library.smu.edu.sg/context/soe_research/article/3054/viewcontent/SSRN_id2881906.pdf
• المؤسسة: Singapore Management University

This paper studies estimation of a panel data model with latent structures where individuals can be classified into different groups where slope parameters are homogeneous within the same group but heterogeneous across groups. To identify the unknown group structure of vector parameters, we design a...