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