Latent-Grouped Structure in Panel Data Models

Qu Feng and Chihwa Kao

Chapter 5 in Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes, 2020, pp 115-143 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:Panel Latent Group Structure ModelsK-means ClusteringConclusionExercises

Keywords: Correlated Effects; Factor Model; Iterated Principal Components; Structural Change; Common Break; Grouped Pattern; K-means; LASSO; Endogeneity (search for similar items in EconPapers)
JEL-codes: C01 (search for similar items in EconPapers)
Date: 2020
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