GROUPED PATTERNS OF HETEROGENEITY IN PANEL DATA

This paper introduces time-varying grouped patterns of heterogeneity in linear panel data models. A distinctive feature of our approach is that group membership is left unrestricted. We estimate the parameters of the model using a "grouped fixed-effects" estimator that minimizes a least sq...

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Vydané v:	Econometrica Ročník 83; číslo 3; s. 1147 - 1184
Hlavní autori:	Bonhomme, Stéphane, Manresa, Elena
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Oxford, UK Econometric Society 01.05.2015 Blackwell Publishing Ltd
Predmet:	Cluster analysis Clustering Computation Consistent estimators Democracy Discrete heterogeneity Distinctive features Econometrics Economic analysis Economic models Estimators fixed‐effects Good faith estimates Heterogeneity Income Inference Infinity Least squares Least squares method Membership Modeling NOTES AND COMMENTS Panel data Parameter estimation Population estimates Statistical inference Studies
ISSN:	0012-9682, 1468-0262
On-line prístup:	Získať plný text
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