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Cited by 451

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 access
Bonhomme, Stéphane, Manresa, Elena·2015·Econometrica
DOI 10.3982/ecta11319
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Abstract

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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Cites

Research works printed but not linked: 7

  1. Andrews, 1984, Non-Strong Mixing Autoregressive Processes, Journal of Applied Probability, 21, 930, 10.2307/3213710 · doi:10.2307/3213710
  2. Arellano, 2007, Advances in Economics and Econometrics, Ninth World Congress
  3. Browning, 2014, Dynamic Binary Outcome Models With Maximal Heterogeneity, Journal of Econometrics, 178, 805, 10.1016/j.jeconom.2013.11.005 · doi:10.1016/j.jeconom.2013.11.005
  4. Hahn, 2010, Panel Data Models With Finite Number of Multiple Equilibria, Econometric Theory, 26, 863, 10.1017/S0266466609990132 · doi:10.1017/s0266466609990132
  5. Hansen, 2001, J-Means: A New Local Search Heuristic for Minimum Sum-of-Squares Clustering, Pattern Recognition, 34, 405, 10.1016/S0031-3203(99)00216-2 · doi:10.1016/s0031-3203(99)00216-2
  6. Rio, 2000, Théorie asymptotique des processus aléatoires faiblement dépendants
  7. Sun , Y. 2005 Estimation and Inference in Panel Structure Models · doi:10.2139/ssrn.794884

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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)
DOI
10.3982/ecta11319
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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