Homogeneity pursuit in panel data models: Theory and applications
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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2016
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2055 https://ink.library.smu.edu.sg/context/soe_research/article/3054/viewcontent/SSRN_id2881906.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |