Bicluster Analysis of Heterogeneous Panel Data via M-Estimation
This paper investigates the latent block structure in the heterogeneous panel data model. It is assumed that the regression coefficients have group structures across individuals and structural breaks over time, where change points can cause changes to the group structures and structural breaks can v...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-05-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/10/2333 |