Grouped effects estimators in fixed effects models
By Alan Bester, Christian Hansen. 2016
87 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/5752631c508fc2daaa15d22e1fcf21c050b6e875
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In Economics and Econometrics
Citations in the corpus
- Determining the number of groups in latent panel structures with an application to income and democracy (2017, background): “BM hereafter), Sarafidis and Weber (2015), Ando and Bai (2016), Bester and Hansen (2016), and Su, Shi, and Phillips (2016, SSP hereafter).”
- Grouped Patterns of Heterogeneity in Panel Data (2015, background): “While it is possible to define GFE estimators in more general models (see for example equation (9)), the analysis raises statistical challenges.”
- Discretizing Unobserved Heterogeneity (2017, methodology): “The number of groups K̂ is estimated in every replication, using (12) with ξ = 1, and it is reported in the last column of the first panel.”