Estimation of panel group structure models with structural breaks in group memberships and coefficients
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DOI: 10.1016/j.jeconom.2022.01.001
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More about this item
Keywords
Panel data; Grouped patterns; Structural breaks; Group membership change;All these keywords.
JEL classification:
- 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
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
Statistics
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