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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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2018
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| Subjects: | |
| 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 |