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...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2024
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| Subjects: | |
| 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 |
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| Institution: | Singapore Management University |
| Language: | English |