Sieve estimation of time-varying panel data models with latent structures
We propose a heterogeneous time-varying panel data model with a latent group structure that allows the coefficients to vary over both individuals and time. We assume that the coefficients change smoothly over time and form different unobserved groups. When treated as smooth functions of time, the in...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2019
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2224 https://ink.library.smu.edu.sg/context/soe_research/article/3223/viewcontent/Sieve_estimation_TVPDM_latent_structure20170523.pdf |
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| Institution: | Singapore Management University |
| Language: | English |