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model for mixed-measurement and mixed-frequency panel data. In this framework time series observations may come from a range …
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We model panel data of crime careers of juveniles from a Dutch Judicial Juvenile Institution. The data are decomposed …
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using dynamic factors from a large panel of selected macroeconomic and financial data as well as common unobserved risk …
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We introduce a new method for dynamic clustering of panel data with dynamics for cluster location and shape, cluster …-sectional clustering techniques using shrinkage towards previous cluster means. In this way, the different cross-sections in the panel are …
Persistent link: https://www.econbiz.de/10012510678
We propose a dynamic clustering model for studying time-varying group structures in multivariate panel data. The model …
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