Homogeneity pursuit in panel data models: Theory and application

Homogeneity pursuit in panel data models: Theory and application

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

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Bibliographic Details
Main Authors: WANG, Wuyi, PHILLIPS, Peter C. B., SU, Liangjun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2018
Subjects:
CARDS
Clustering
Heterogeneous slopes
Income and democracy
Minimum wage and employment
Oracle estimator
Panel structure model
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2189
https://ink.library.smu.edu.sg/context/soe_research/article/3188/viewcontent/Homogeneity_pursuit_in_panel_data_models_2016_pp.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/2189
https://ink.library.smu.edu.sg/context/soe_research/article/3188/viewcontent/Homogeneity_pursuit_in_panel_data_models_2016_pp.pdf

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