Panel data models with time-varying latent group structures

Panel data models with time-varying latent group structures

This paper considers a linear panel model with interactive fixed effects and unobserved individual and time heterogeneities that are captured by some latent group structures and an unknown structural break, respectively. To enhance realism, the model may have different numbers of groups and/or diffe...

Full description

Saved in:
Bibliographic Details
Main Authors: WANG, Yiren, PHILLIPS, Peter C. B., SU, Liangjun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2024
Subjects:
Interactive fixed effects
Latent group structure
Nuclear norm regularization
Sequential testing K-means algorithm
Structural break
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2730
https://ink.library.smu.edu.sg/context/soe_research/article/3729/viewcontent/2307.15863.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/2730
https://ink.library.smu.edu.sg/context/soe_research/article/3729/viewcontent/2307.15863.pdf

Similar Items