Identifying latent grouped patterns in panel data models with interactive fixed effects

Identifying latent grouped patterns in panel data models with interactive fixed effects

We consider the estimation of latent grouped patterns in dynamic panel data models with interactive fixed effects. We assume that the individual slope coefficients are homogeneous within a group and heterogeneous across groups but each individual’s group membership is unknown to the researcher. We c...

Full description

Saved in:
Bibliographic Details
Main Authors: SU, Liangjun, JU, Gaosheng
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2018
Subjects:
Classifier Lasso
Cross section dependence
Dynamic panel
High dimensionality
Latent structure
Parameter heterogeneity
Penalized method
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2192
https://ink.library.smu.edu.sg/context/soe_research/article/3191/viewcontent/Panel_structure_interactive_fixed_effects_20160808_pp.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/2192
https://ink.library.smu.edu.sg/context/soe_research/article/3191/viewcontent/Panel_structure_interactive_fixed_effects_20160808_pp.pdf

Similar Items