Sieve Estimation of Time-Varying Panel Data Models With Latent Structures-Reference-Cited by-同舟云学术

Sieve Estimation of Time-Varying Panel Data Models With Latent Structures

Published:2017-12-21 Issue:2 Volume:37 Page:334-349
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Su Liangjun¹,Wang Xia²,Jin Sainan¹

Affiliation:

1. School of Economics, Singapore Management University, Singapore ()

2. Lingnan (University) College, Sun Yat-Sen University, Guangzhou, Guangdong, China, and Fujian Key Laboratory of Statistical Sciences, Xiamen University, Xiamen, Fujian, China ()

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2017.1340299

Reference57 articles.

1. Panel Data Models with Grouped Factor Structure Under Unknown Group Membership

2. Non-strong mixing autoregressive processes

3. A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom

4. Common breaks in means and variances for panel data

5. Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data

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