A Partially Heterogeneous Framework for Analyzing Panel Data
By Vasileios Sarafidis, Neville C. Weber. 2015
81 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/e3b3078c167395d6297e1767aa66a6cfd09bb03b
How researchers see this paper
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In Economics and Econometrics
- Liangjun Su
- Xun Lu
- Peter C. B. Phillips
- Vasilis Sarafidis
- Wuyi Wang
- Yiannis Karavias
- Artūras Juodis
- Sainan Jin
Citations in the corpus
- A homogeneous approach to testing for Granger non-causality in heterogeneous panels (2020, methodology): “In panels with homogeneous autoregressive parameters and T fixed, one can employ the GMM framework of Robertson and Sarafidis (2015) and the linear GMM estimator of Juodis and Sarafidis (2020).12 We leave these avenues for future research.”
- Homogeneity pursuit in panel data models: Theory and application (2018, methodology): “Another approach adapts the K-means algorithm to panel data models; see Lin and Ng (2012), Sarafidis and Weber (2015), Bonhomme and Manresa (2015), and Ando and Bai (2016).”
- Determining the number of groups in latent panel structures with an application to income and democracy (2017, background): “, Sun (2005), Sara dis and Weber (2011), Bonhomme and Manresa (2012), Lin and Ng (2012), Bester and Hansen (2013), Deb and Trivedi (2013), and Su, Shi, and Phillips (2013).”