Nonstationary panel models with latent group structures and cross-section dependence
Year of publication: |
2021
|
---|---|
Authors: | Huang, Wenxin ; Jin, Sainan ; Phillips, Peter C. B. ; Su, Liangjun |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 221.2021, 1, p. 198-222
|
Subject: | Classifier Lasso | Cross-section dependence | Latent group patterns | Nonstationarity | Parameter heterogeneity | Penalized principal component | R&D spillover | Theorie | Theory | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression |
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