Estimation of group structures in panel models with individual fixed effects
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Gerhard Tutz & Gunther Schauberger, 2015. "Extended ordered paired comparison models with application to football data from German Bundesliga," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(2), pages 209-227, April.
- Stéphane Bonhomme & Elena Manresa, 2015.
"Grouped Patterns of Heterogeneity in Panel Data,"
Econometrica, Econometric Society, vol. 83(3), pages 1147-1184, May.
- Stéphane Bonhomme & Elena Manresa, 2012. "Grouped Patterns of Heterogeneity in Panel Data," Working Papers wp2012_1208, CEMFI.
- Heiler, Phillip & Mareckova, Jana, 2021.
"Shrinkage for categorical regressors,"
Journal of Econometrics, Elsevier, vol. 223(1), pages 161-189.
- Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
- Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2022. "Discretizing Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 90(2), pages 625-643, March.
- Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016.
"Identifying Latent Structures in Panel Data,"
Econometrica, Econometric Society, vol. 84, pages 2215-2264, November.
- Liangjun Su & Zhentao Shi & Peter C.B. Phillips, 2014. "Identifying Latent Structures in Panel Data," Cowles Foundation Discussion Papers 1965, Cowles Foundation for Research in Economics, Yale University.
- Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2014. "Identifying Latent Structures in Panel Data," Working Papers 07-2014, Singapore Management University, School of Economics.
- Gerhard Tutz & Margret-Ruth Oelker, 2017. "Modelling Clustered Heterogeneity: Fixed Effects, Random Effects and Mixtures," International Statistical Review, International Statistical Institute, vol. 85(2), pages 204-227, August.
- Ganzer, Andreas & Schmucker, Alexandra & Vom Berge, Philipp & Wurdack, Anja, 2017. "Sample of integrated labour market biographies - regional file 1975-2014 : (SIAB-R 7514)," FDZ Datenreport. Documentation on Labour Market Data 201701_en, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- repec:iab:iabfda:201701(en is not listed on IDEAS
- Hahn, Jinyong & Moon, Hyungsik Roger, 2010. "Panel Data Models With Finite Number Of Multiple Equilibria," Econometric Theory, Cambridge University Press, vol. 26(3), pages 863-881, June.
- Chatterjee, A. & Lahiri, S. N., 2011. "Bootstrapping Lasso Estimators," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 608-625.
- Croissant, Yves & Millo, Giovanni, 2008.
"Panel Data Econometrics in R: The plm Package,"
Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i02).
- Yves Croissant & Giovanni Millo, 2008. "Panel Data Econometrics in R : The plm Package," Post-Print hal-01245304, HAL.
- Wickham, Hadley, 2011. "The Split-Apply-Combine Strategy for Data Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 40(i01).
- Jeffrey M Wooldridge, 2010.
"Econometric Analysis of Cross Section and Panel Data,"
MIT Press Books,
The MIT Press,
edition 2, volume 1, number 0262232588, December.
- Jeffrey M. Wooldridge, 2001. "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262232197, December.
- Friedman, Jerome H. & Hastie, Trevor & Tibshirani, Rob, 2010. "Regularization Paths for Generalized Linear Models via Coordinate Descent," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 33(i01).
- Croissant, Yves & Millo, Giovanni, 2008.
"Panel Data Econometrics in R: The plm Package,"
Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i02).
- Yves Croissant & Giovanni Millo, 2008. "Panel Data Econometrics in R : The plm Package," Post-Print hal-01245304, HAL.
- Yves Croissant & Giovanni Millo, 2008. "Panel data econometrics in R: The plm package," Post-Print halshs-00323950, HAL.
- Rohart, Florian & San Cristobal, Magali & Laurent, Béatrice, 2014. "Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 209-222.
- Mundlak, Yair, 1978. "On the Pooling of Time Series and Cross Section Data," Econometrica, Econometric Society, vol. 46(1), pages 69-85, January.
- Howard D. Bondell & Arun Krishna & Sujit K. Ghosh, 2010. "Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models," Biometrics, The International Biometric Society, vol. 66(4), pages 1069-1077, December.
- Jürg Schelldorfer & Peter Bühlmann & Sara Van De Geer, 2011. "Estimation for High‐Dimensional Linear Mixed‐Effects Models Using ℓ 1 ‐Penalization," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(2), pages 197-214, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Katerina Chrysikou & George Kapetanios, 2024. "Heterogeneous Grouping Structures in Panel Data," Papers 2407.19509, arXiv.org.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Claudia Pigini & Alessandro Pionati & Francesco Valentini, 2023.
"Specification testing with grouped fixed effects,"
Papers
2310.01950, arXiv.org.
- Pigini, Claudia & Pionati, Alessandro & Valentini, Francesco, 2023. "Specification testing with grouped fixed effects," MPRA Paper 117821, University Library of Munich, Germany.
- Boyuan Zhang, 2022. "Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models," Papers 2211.16714, arXiv.org, revised Oct 2023.
- Langevin, R.;, 2024. "Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures," Health, Econometrics and Data Group (HEDG) Working Papers 24/16, HEDG, c/o Department of Economics, University of York.
- Jun Li & Serguei Netessine & Sergei Koulayev, 2018. "Price to Compete … with Many: How to Identify Price Competition in High-Dimensional Space," Management Science, INFORMS, vol. 64(9), pages 4118-4136, September.
- Shinsuke Asakawa, 2020. "Can Child Benefits Shape Parents' Attitudes toward Childrearing in Japan?: Effects of Child Benefit Policy Expansions," Discussion Papers in Economics and Business 19-04-Rev.2, Osaka University, Graduate School of Economics.
- Eduardo Correia & Rodrigo Calili & José Francisco Pessanha & Maria Fatima Almeida, 2023. "Definition of Regulatory Targets for Electricity Non-Technical Losses: Proposition of an Automatic Model-Selection Technique for Panel Data Regressions," Energies, MDPI, vol. 16(6), pages 1-22, March.
- Vanessa da Silva Mariotto Onody & Ana Catarina Gandra de Carvalho & Eduardo Polloni-Silva & Guilherme Augusto Roiz & Enzo Barberio Mariano & Daisy Aparecida Nascimento Rebelatto & Herick Fernando Mora, 2022. "Corruption and FDI in Brazil: Contesting the “Sand” or “Grease” Hypotheses," Sustainability, MDPI, vol. 14(10), pages 1-18, May.
- Tsai, Tsung-Han, 2016. "A Bayesian Approach to Dynamic Panel Models with Endogenous Rarely Changing Variables," Political Science Research and Methods, Cambridge University Press, vol. 4(3), pages 595-620, September.
- Alice Hengevoss, 2021. "Assessing the Impact of Nonprofit Organizations on Multi-Actor Global Governance Initiatives: The Case of the UN Global Compact," Sustainability, MDPI, vol. 13(13), pages 1-13, June.
- Davide Fiaschi & Elisa Giuliani, 2011.
"The impact of business on society: exploring CRS adoption and alleged human rights abuses by large corporations,"
LEM Papers Series
2011/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Davide Fiaschi & Elisa Giuliani, 2012. "The Impact Of Business On Society: Exploring Csr Adoption And Alleged Human Rights Abuses By Large Corporations," Discussion Papers 2012/155, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
- Jie Wei & Yonghui Zhang, 2022. "Panel Probit Models with Time‐Varying Individual Effects: Reestimating the Effects of Fertility on Female Labour Participation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 799-829, August.
- Miomir Jovanović & Ljiljana Kašćelan & Aleksandra Despotović & Vladimir Kašćelan, 2015. "The Impact of Agro-Economic Factors on GHG Emissions: Evidence from European Developing and Advanced Economies," Sustainability, MDPI, vol. 7(12), pages 1-21, December.
- Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2024.
"Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1026-1040, July.
- Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2023. "Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure," Papers 2303.13218, arXiv.org.
- Idriss Fontaine & Sabine Garabedian & David Nortes Martínez & Hélène Vérèmes, 2021.
"Tropical Cyclones and Fertility : New Evidence from Madagascar,"
Working Papers
hal-03243455, HAL.
- Idriss Fontaine & Sabine Garabedian & David Nortes-Martinez & Helene Veremes, 2021. "Tropical Cyclones And Fertility : New Evidence From Madagascar," TEPP Working Paper 2021-02, TEPP.
- Okui, Ryo & Wang, Wendun, 2021.
"Heterogeneous structural breaks in panel data models,"
Journal of Econometrics, Elsevier, vol. 220(2), pages 447-473.
- Ryo Okui & Wendun Wang, 2018. "Heterogeneous structural breaks in panel data models," Papers 1801.04672, arXiv.org, revised Nov 2018.
- Elena Toader & Bogdan Narcis Firtescu & Angela Roman & Sorin Gabriel Anton, 2018. "Impact of Information and Communication Technology Infrastructure on Economic Growth: An Empirical Assessment for the EU Countries," Sustainability, MDPI, vol. 10(10), pages 1-22, October.
- Denis Chetverikov & Elena Manresa, 2022. "Spectral and post-spectral estimators for grouped panel data models," Papers 2212.13324, arXiv.org, revised Dec 2022.
- Dmitry Arkhangelsky & Guido Imbens, 2023. "Causal Models for Longitudinal and Panel Data: A Survey," Papers 2311.15458, arXiv.org, revised Jun 2024.
- Leng, Xuan & Chen, Heng & Wang, Wendun, 2023. "Multi-dimensional latent group structures with heterogeneous distributions," Journal of Econometrics, Elsevier, vol. 233(1), pages 1-21.
- Juan Romero-Padilla, 2018. "A method for clustering panel data based on parameter homogeneity," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 7(3), pages 1-3.
More about this item
Keywords
Panel Data; Statistical Learning; Regularisation; Endogeneity;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2022-09-05 (Econometrics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:zewdip:22023. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/zemande.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.