Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown
Work
Year: 2012
Type: article
Abstract: This paper proposes two methods for estimating panel data models with group specific parameters when group membership is not known. The first method uses the individual level time series estimates of ... more
Source: Journal of Econometric Methods
Authors Chang‐Ching Lin, Serena Ng
Cites: 58
Cited by: 116
Related to: 10
FWCI: 10.23
Citation percentile (by year/subfield): 100
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: green