The DOI matches its Crossref record; 63 of the 63 references it cites were found in a registry or an index.
Grouped Patterns of Heterogeneity in Panel Data
Open accessAbstract
This paper introduces time-varying grouped patterns of heterogeneity in linear panel data models. A distinctive feature of our approach is that group membership is left unrestricted. We estimate the parameters of the model using a “grouped fixed-effects” estimator that minimizes a least squares criterion with respect to all possible groupings of the cross-sectional units. Recent advances in the clustering literature allow for fast and efficient computation. We provide conditions under which our estimator is consistent as both dimensions of the panel tend to infinity, and we develop inference methods. Finally, we allow for grouped patterns of unobserved heterogeneity in the study of the link between income and democracy across countries.
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Cited by
Acemoglu, D., Naidu, S., Restrepo, P., & Robinson, J. A. (2019) · Journal of Political Economy · doi:10.1086/700936 · Cited by 1,524
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey
de Chaisemartin, C., & D’Haultfœuille, X. (2023) · The Econometrics Journal · doi:10.1093/ectj/utac017 · Cited by 522
Identifying Latent Structures in Panel Data
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Visualization, Identification, and Estimation in the Linear Panel Event-Study Design
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Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey
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Causal models for longitudinal and panel data: a survey
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Metadata
- Authors
- Bonhomme, S., & Manresa, E.
- Venue
- Econometrica
- Publisher
- The Econometric Society
- Published
- 2015-05
- Volume
- 83
- Issue
- 3
- Pages
- 1147-1184
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W1894554984
- Cited by
- 451
- References
- 63
- FWCI
- 56.06
- Type
- journal article
- Language
- en
- Open access
- bronze
- Licence
- doi.wiley.com/10.1002/tdm_license_1.1 (tdm, 123 d)
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
