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Estimation of panel group structure models with structural breaks in group memberships and coefficients. (2023). Okui, Ryo ; Wang, Wendun ; Lumsdaine, Robin L.
In: Journal of Econometrics.
RePEc:eee:econom:v:233:y:2023:i:1:p:45-65.

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  1. Latent grouped structures in panel data: a review. (2025). Pionati, Alessandro.
    In: MPRA Paper.
    RePEc:pra:mprapa:123954.

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  2. Modelling Mixed-Frequency Time Series with Structural Change. (2025). Barrios, Erniel ; Matthew, Adrian.
    In: Computational Economics.
    RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10672-8.

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  3. Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines.
    In: Papers.
    RePEc:arx:papers:2503.23165.

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  4. Recovering latent linkage structures and spillover effects with structural breaks in panel data models. (2025). Okui, Ryo ; Wang, Wendun ; Sun, Yutao.
    In: Papers.
    RePEc:arx:papers:2501.09517.

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  5. Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures. (2024). Langevin, R.
    In: Health, Econometrics and Data Group (HEDG) Working Papers.
    RePEc:yor:hectdg:24/16.

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  6. Financial Development and Fragility : A Clustering Analysis. (2024). Lucas, Andre ; Joao, Igor Custodio ; Calice, Pietro ; Schaumburg, Julia.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:10850.

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  7. Testing for Clustering Under Switching. (2024). Joo, Igor Custodio.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20240052.

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  8. Stein-like Common Correlated Effects Estimation Under Structural Breaks. (2024). Parsaeian, Shahnaz.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:202409.

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  9. Grouped Change-Points Detection and Estimation in Panel Data. (2024). Lu, Haoran ; Wang, Dianpeng.
    In: Mathematics.
    RePEc:gam:jmathe:v:12:y:2024:i:5:p:750-:d:1349815.

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  10. Stein-like Common Correlated Effects Estimation under Structural Breaks. (2024). Parsaeian, Shahnaz.
    In: Econometrics.
    RePEc:gam:jecnmx:v:12:y:2024:i:2:p:11-:d:1378087.

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  11. Spectral clustering with variance information for group structure estimation in panel data. (2024). Volgushev, Stanislav ; Yu, LU.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000551.

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  12. Panel data models with time-varying latent group structures. (2024). Su, Liangjun ; Phillips, Peter ; Wang, Yiren.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000319.

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  13. A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. (2023). Yu, Jun ; Phillips, Peter ; Liu, Yanbo.
    In: International Economic Review.
    RePEc:wly:iecrev:v:64:y:2023:i:4:p:1347-1395.

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  14. Bicluster Analysis of Heterogeneous Panel Data via M-Estimation. (2023). Li, Yong ; Cui, Weijie.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:10:p:2333-:d:1148679.

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  15. Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels. (2023). Karamti, Chiraz ; Jeribi, Ahmed.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300052x.

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  16. Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2364.

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  17. Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren.
    In: Papers.
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Longarela, Iaki Rodriguez ; Hoelscher, Seth ; Spokeviciute, Laima ; Caskurlu, Tolga ; Farrell, Michael ; Pfiffer, Cameron ; Amaya, Diego ; Simion, Giorgia ; Fluharty, Jonathan T ; Ivashchenko, Alexey ; Hendershott, Terrence ; Painter, Marcus ; Gan, Baoqing ; Franzoni, Francesco ; Wrampelmeyer, Jan ; Liu, Anqi ; Gregoire, Vincent ; Pearson, Neil D ; Rintamaki, Paul J ; Langlois, Hugues ; Fu, Servanna M ; Sokolov, Konstantin ; Schertler, Andrea ; Lauter, Tobias ; Pelster, Matthias ; Yoo, Woongsun ; Murphy, Dermot ; de Nard, Gianluca F ; Westerholm, Joakim ; Klos, Alexander ; Dyakov, Teodor ; Zamojski, Marcin ; Vasquez, Aurelio ; Desagre, Christophe ; Prakash, Puneet ; Schroeder, Florian ; Sonksen, Jantje ; Zeisberger, Stefan M ; Amato, Livia ; Hibbert, Ann Marie ; Weiss, Patrick ; Kazak, Ekaterina ; Jahanshahloo, Hossein ; Ilczuk, Konrad ; Flori, Andrea ; van Dijk, Mathijs A ; Roseman, Brian ; Wagner, Wolf ; Bondarenko, Oleg ; Meloso, Debrah ; Bjonnes, Geir H ; Kozhan, Roman ; Grammig, Joachim ; Kolokolov, Aleksey ; Duevski, Teodor ; Eksi, Asli ; Westheide, Christian ; Yadav, Pradeep K ; Krahnen, Jan P ; Bao, LI ; Dyhrberg, Anne Haubo ; Mohan, Vijay ; van der Wel, Michel ; Zhong, Zhuo ; Verwijmeren, Patrick ; Karmaziene, Egle ; Sankaran, Harikumar ; Neususs, Sebastian ; Schenk-Hoppe, Klaus R ; Barbon, Andrea ; Prodromou, Tina ; Subrahmanyam, Marti G ; Hagstromer, Bjorn ; Tham, Wing Wah ; Bashchenko, Oksana ; Gao, GE ; Gemayel, Roland ; Rzeznik, Aleksandra A ; Franus, Tatiana ; Nimalendran, Mahendrarajah ; Sarkar, Asani ; Neumeier, Christian ; Schuster, Philipp ; Alcock, Jamie T ; Cao, Viet Nga ; Pelli, Michele ; Wu, Zhen-Xing ; Bindra, Parampreet C ; Baidoo, Edwin ; Obaid, Khaled ; Vilhelmsson, Anders ; Dao, Thong ; Khomyn, Marta K ; Chakrabarty, Bidisha ; Schurhoff, Norman ; Moore, David ; Raizada, Gaurav ; Reno, Roberto ; Shui, Jessica ; Avetikian, Alejandro T ; Chordia, Tarun ; Karam, Arze ; Cheung, William ; Drummond, Philip A ; Declerck, Fany ; Angel, James J ; Hediger, Simon ; Wolk, Leonard ; Calamia, Anna ; Weitzel, Utz ; Dzielinski, Michal ; Dong, Yun Jiang ; Curran, Edward ; Wika, Hans C ; Ellen, Saskia Ter ; Rzayev, Khaladdin ; Trolle, Anders B ; Rittmannsberger, Thomas ; Leippold, Markus ; Seeger, Norman J ; Abad-Diaz, David ; Bakalli, Gaetan ; Lausen, Jens ; Nolte, Sven ; Zhao, LU ; Jylha, Petri ; Wipplinger, Evert ; el Kalak, Izidin ; Hartmann, Simon ; Glosten, Lawrence R ; Tang, Yuehua ; Gilder, Dudley ; Tran, Hai ; Fullbrunn, Sascha C ; Kwan, Amy ; Seasholes, Mark S ; Black, Bernard S ; Yuferova, Darya ; Kaiser, Gabriel ; van Ness, Robert A ; Iyer, Subramanian R ; Lohr, Ariel ; O'Neill, Peter W ; Felez-Vinas, Ester ; Rosu, Ioanid ; Shkilko, Andriy ; Gubilmez, Ufuk ; Schneider, Michael ; Akmansoy, Olivier ; Roesch, Dominik ; Huber, Jurgen ; Bach, Amadeus ; Lindner, Thomas ; Kaustia, Markku ; Clapham, Benjamin ; Rudolf, Nicolas ; Zareei, Abalfazl ; Riddiough, Steven J ; Chincarini, Ludwig B.
    In: Working Papers.
    RePEc:inn:wpaper:2021-31.

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  23. Non-Standard Errors. (2021). Zhang, S. Sarah ; Xiu, Dacheng ; Xia, Shuo ; Wolff, Christian ; Wilhelmsson, Anders ; Walther, Thomas ; Voigt, Stefan ; Vilkov, Grigory ; Verousis, Thanos ; Tonks, Ian ; Talavera, Oleksandr ; Taylor, Nick ; Stefanova, Denitsa ; Sojli, Elvira ; Smales, Lee ; Shachar, Or ; Schwarz, Marco ; Scaillet, Olivier ; Schuerhoff, Norman ; Schenk-Hoppé, Klaus ; Sarno, Lucio ; Roy, Saurabh ; Rinne, Kalle ; Renault, Thomas ; Reitz, Stefan ; Ranaldo, Angelo ; Palan, Stefan ; Pasquariello, Paolo ; Pastor, Lubos ; Park, Andreas ; Ødegaard, Bernt ; Nielsson, Ulf ; Neszveda, Gabor ; Mihet, Roxana ; Menkveld, Albert ; Lof, Matthijs ; LINTON, OLIVER ; Liew, Chee ; Koetter, Michael ; Korajczyk, Robert ; Jurkatis, Simon ; Johannesson, Magnus ; Jalkh, Naji ; Huang, Wenqian ; Holzmeister, Felix ; Horenstein, Alex ; Harris, Jeffrey ; Hautsch, Nikolaus ; Güçbilmez, Ufuk ; Gil-Bazo, Javier ; Gehrig, Thomas ; Gerritsen, Dirk ; Frömmel, Michael ; Frijns, Bart ; Foucault, Thierry ; Füllbrunn, Sascha ; Ferrara, Gerardo ; FERROUHI, EL MEHDI ; Eugster, Nicolas ; Dreber, Anna ; Dimpfl, Thomas ; Deev, Oleg ; Degryse, Hans ; Deku, Solomon ; Davies, Ryan ; Colliard, Jean-Edouard ; Chernov, Mikhail ; Hurlin, Christophe ; Chow, Nikolai Sheung-Chi ; Caporin, Massimiliano ; CAPELLE-BLANCARD, Gunther ; Brownlees, Christian ; Bos, Charles ; Bohorquez Correa, Santiago ; Alexeev, Vitali ; Aloosh, Arash ; Ait-Sahalia, Yacine ; Vilhelmsson, Anders.
    In: Working Papers.
    RePEc:hhs:lunewp:2021_017.

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  24. Non-Standard Errors. (2021). Zhang, S. Sarah ; Zhou, Chen ; Xiu, Dacheng ; Xia, Shuo ; Wong, Wing-Keung ; Wolff, Christian ; Wilhelmsson, Anders ; Walther, Thomas ; Voigt, Stefan ; Vogel, Sebastian ; Vilkov, Grigory ; Verousis, Thanos ; van Kervel, Vincent ; Tonks, Ian ; Theissen, Erik ; Talavera, Oleksandr ; Taylor, Nick ; Stefanova, Denitsa ; Sojli, Elvira ; Söderlind, Paul ; Smales, Lee ; Shachar, Or ; Schwarz, Marco ; Scaillet, Olivier ; Schuerhoff, Norman ; Schenk-Hoppé, Klaus ; Sarno, Lucio ; Roy, Saurabh ; Rinne, Kalle ; Renault, Thomas ; Regis, Luca ; Reitz, Stefan ; Rakowski, David ; Ranaldo, Angelo ; Putnins, Talis ; Prokopczuk, Marcel ; Pelizzon, Loriana ; PASCUAL, ROBERTO ; Palan, Stefan ; Pasquariello, Paolo ; Patton, Andrew ; Pastor, Lubos ; Park, Andreas ; Patel, Vinay ; Ødegaard, Bernt ; Nielsson, Ulf ; Moinas, Sophie ; Mihet, Roxana ; Menkveld, Albert ; Lopez-Lira, Alejandro ; Lof, Matthijs ; LINTON, OLIVER ; Liew, Chee ; Lajaunie, Quentin ; Koetter, Michael ; Korajczyk, Robert ; Kearney, Fearghal ; Kassner, Bernhard ; Jurkatis, Simon ; Johannesson, Magnus ; Jalkh, Naji ; Huang, Wenqian ; Holzmeister, Felix ; Horenstein, Alex ; Hjalmarsson, Erik ; Heath, Davidson ; Harris, Jeffrey ; Hautsch, Nikolaus ; Gorbenko, Arseny ; Gehrig, Thomas ; Gerritsen, Dirk ; Frömmel, Michael ; Frijns, Bart ; Foucault, Thierry ; Füllbrunn, Sascha ; Ferrara, Gerardo ; FERROUHI, EL MEHDI ; Dumitrescu, Ariadna ; Dreber, Anna ; Dimpfl, Thomas ; Deev, Oleg ; Degryse, Hans ; Deku, Solomon ; Davies, Ryan ; Colliard, Jean-Edouard ; Chernov, Mikhail ; Hurlin, Christophe ; Caporin, Massimiliano ; CAPELLE-BLANCARD, Gunther ; Brownlees, Christian ; Bos, Charles ; Bouri, Elie ; Bohorquez Correa, Santiago ; Bjønnes, Geir ; Alexeev, Vitali ; Ait-Sahalia, Yacine ; Adrian, Tobias ; Abudy, Menachem ; Pearson, Neil D ; Mazzola, Francesco ; de Blasis, Riccardo ; Gil-Bazo, Javier ; Scharnowski, Stefan ; Aloosh, Arash ; Caskurlu, Tolga ; Pelster, Matthias ; Comerton-Forde, Carole ; Rintamki, Paul J ; Pagnotta, Emiliano ; Longarela, Iaki Rodrguez ; Mankad, Shawn ; Spokeviciute, Laima ; Vaduva, Andreea M ; Painter, Marcus ; Amaya, Diego ; Simion, Giorgia ; Riordan, Ryan ; Fluharty, Jonathan T ; Hendershott, Terrence ; Grgoire, Vincent ; Prignon, Christophe ; Prakash, Puneet ; Franzoni, Francesco ; Renjie, Rex W ; Wrampelmeyer, Jan ; Yang, Antti ; Lauter, Tobias ; van Dijk, Mathijs A ; Pfiffer, Cameron ; Weiss, Patrick ; Langlois, Hugues ; Hoelscher, Seth ; Sokolov, Konstantin ; Kaeck, Andreas T ; Zamojski, Marcin ; Szaszi, Barnabas ; Yoo, Woongsun ; Bondarenko, Oleg ; Murphy, Dermot ; de Nard, Gianluca F ; Westerholm, Joakim ; Marchal, Alexis ; Dyakov, Teodor ; van der Wel, Michel ; Yadav, Pradeep K ; Schroeder, Florian ; Snksen, Jantje ; Zeisberger, Stefan M ; Amato, Livia ; Sanford, Anthony ; Xu, Caihong ; Verwijmeren, Patrick ; Kazak, Ekaterina ; Jahanshahloo, Hossein ; Fu, Servanna M ; Ilczuk, Konrad ; Gan, Baoqing ; Wagner, Wolf ; Bashchenko, Oksana ; Meloso, Debrah ; Bjnnes, Geir H ; Grammig, Joachim ; Ivashchenko, Alexey ; Duevski, Teodor ; Mohan, Vijay ; Pelli, Michele ; Desagre, Christophe ; Schuster, Philipp ; Krahnen, Jan P ; Bao, LI ; Liu, Anqi ; Prodromou, Tina ; Subrahmanyam, Marti G ; Roseman, Brian ; Zhong, Zhuo ; Bindra, Parampreet C ; Karmaziene, Egle ; Sankaran, Harikumar ; Schertler, Andrea ; Vasquez, Aurelio ; Tham, Wing Wah ; Schrhoff, Norman ; Gao, GE ; Kozhan, Roman ; Klos, Alexander ; Franus, Tatiana ; Nimalendran, Mahendrarajah ; Cao, Viet Nga ; Westheide, Christian ; Drummond, Philip A ; Alcock, Jamie T ; Hibbert, Ann Marie ; Dao, Thong ; Khomyn, Marta K ; Hagstrmer, Bjrn ; Wu, Zhen-Xing ; Baidoo, Edwin ; Neusss, Sebastian ; Obaid, Khaled ; Flori, Andrea ; Eksi, Asli ; Cheung, William ; Seeger, Norman J ; Moore, David ; Raizada, Gaurav ; Gemayel, Roland ; Shui, Jessica ; Kolokolov, Aleksey ; Chordia, Tarun ; Weitzel, Utz ; Schneider, Michael ; Neumeier, Christian ; Jylh, Petri ; Declerck, Fany ; Angel, James J ; Wolk, Leonard ; Dyhrberg, Anne Haubo ; Rittmannsberger, Thomas ; Leippold, Markus ; Chakrabarty, Bidisha ; Dong, Yun Jiang ; Curran, Edward ; Wika, Hans C ; Rzayev, Khaladdin ; Barbon, Andrea ; Sarkar, Asani ; Abad-Daz, David ; Bakalli, Gaetan ; Reno, Roberto ; Lausen, Jens ; Rzenik, Aleksandra A ; Nolte, Sven ; Zhao, LU ; Razen, Michael ; O'Neill, Peter W ; Wipplinger, Evert ; el Kalak, Izidin ; Hediger, Simon ; Glosten, Lawrence R ; Seasholes, Mark S ; Tang, Yuehua ; Akmansoy, Olivier ; Gilder, Dudley ; Tran, Hai ; Ellen, Saskia Ter ; Vilhelmsson, Anders ; Karam, Arz ; Yu, Wenjia ; Rudolf, Nicolas ; Yuferova, Darya ; Kaiser, Gabriel ; Black, Jeffrey R ; Avetikian, Alejandro T ; Iyer, Subramanian R ; Gbilmez, Ufuk ; Kirchler, Michael ; Hoffmann, Peter ; Felez-Vinas, Ester ; Rosu, Ioanid ; Hartmann, Simon ; Calamia, Anna ; Kaustia, Markku ; Roesch, Dominik ; Fllbrunn, Sascha C ; Hambuckers, Julien ; Trolle, Anders B ; Lindner, Thomas ; Eugster, Nicolas ; Neszveda, Gabor ; van Ness, Robert A ; Riddiough, Steven J ; Chincarini, Ludwig B ; Klein, Tony ; Frmmel, Michael ; Stberg, Per ; Werner, Ingrid M ; Rognone, Lavinia ; Zoican, Marius ; Qian, YA ; Press, Oliver-Alexander ; Muravyev, Dmitriy ; Llorente, Guillermo ; Thimme, Julian ; Kwan, Amy ; Gomez, Thomas ; Vladimirov, Vladimir ; Mano, Nicola ; Holden, Craig W ; Eric, F Y ; Rush, Stephen R ; Lohr, Ariel ; Plhal, Tom ; Farrell, Michael ; Jones, Charles M ; Sderlind, Paul ; Palit, Imon J ; Capera, Laura M ; Shkilko, Andriy ; Sikic, Mario ; Clapham, Benjamin ; Huber, Juergen ; Bach, Amadeus ; Levin, Vladimir ; Bosch-Rosa, Ciril ; Zwinkels, Remco ; Longstaff, Francis ; Philip, Richard ; Hasse, Jean-Baptiste ; Zareei, Abalfazl ; Trapin, Luca ; Dudda, Tom ; Dzieliski, Micha ; Martineau, Charles ; Kuhle, Paul ; Hapnes, Erik ; Chow, Sheungchi ; Norden, Lars L ; Lambert, Marie ; Yueshen, Bart Z ; Zhu, Xingyu S ; Bogoev, Dimitar ; Valente, Giorgio ; Khan, Saad A ; Yage, Jos ; Carrion, Allen.
    In: Working Paper Series, Social and Economic Sciences.
    RePEc:grz:wpsses:2021-08.

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  25. Childhood matters: Family education and financial inclusion. (2021). Yan, YU ; Qi, Shusen.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307010.

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  26. Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers. (2021). Byers, J W ; Popova, I ; Simkins, B J.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:24:y:2021:i:c:s2405851321000088.

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  27. Investor sentiment and sovereign bonds. (2021). Li, Yulin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000371.

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  28. Non-Standard Errors. (2021). Schwarz, Marco ; Menkveld, Albert ; Gehrig, Thomas ; Et, Albert J.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9453.

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  29. Non-Standard Errors. (2021). Menkveld, Albert ; Johannesson, Magnus ; Holzmeister, Felix ; Gehrig, Thomas ; Dreber, Anna ; Neusss, S ; Razen, M ; Kirchler, M ; Huber, J.
    In: Janeway Institute Working Papers.
    RePEc:cam:camjip:2112.

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  30. Non-Standard Errors. (2021). Schwarz, Marco ; Menkveld, Albert ; Johannesson, Magnus ; Holzmeister, Felix ; Gehrig, Thomas ; Dreber, Anna ; Kirchler, M ; Huber, J ; Neusss, S ; Razen, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2182.

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  31. Non-standard errors. (2021). Jurkatis, Simon ; Gehrig, Thomas ; Ferrara, Gerardo.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0955.

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  32. Non-Standard Errors. (2021). Menkveld, Albert ; Johannesson, Magnus ; Holzmeister, Felix ; Gil-Bazo, Javier ; Gehrig, Thomas ; Dreber, Anna ; Brownlees, Christian ; Kirchler, Michael ; Huber, Juergen ; Weitzel, Utz ; Neussus, Sebastian ; Razen, Michael.
    In: Working Papers.
    RePEc:bge:wpaper:1303.

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  33. Cluster Analysis in Practice: Dealing with Outliers in Managerial Research. (2021). de Sevilha, Marlusa ; Garcia, Humberto Elias.
    In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration).
    RePEc:abg:anprac:v:25:y:2021:i:1:1425.

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  34. The impact of US sugar prices on the financial performance of US sugar-using firms. (2020). Trejo-Pech, Carlos ; Siokos, Vasileios ; DeLong, Karen ; Lambert, Dayton.
    In: Agricultural and Food Economics.
    RePEc:spr:agfoec:v:8:y:2020:i:1:d:10.1186_s40100-020-00161-5.

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