Sieve estimation of time-varying panel data models with latent structures
| Year of publication: |
2019
|
|---|---|
| Authors: | Su, Liangjun ; Wang, Xia ; Jin, Sainan |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 37.2019, 2, p. 334-349
|
| Subject: | Panel data | Classifier-Lasso | Functional coefficient | Heterogeneity | Latent structure | Penalized sieve estimation | Polynomial splines | Time-varying coefficients. | Panel | Panel study | Schätztheorie | Estimation theory | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics |
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