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- W4384133773 abstract "Heterogeneous panel data models have received more attention. This paper proposes a two- dimensional heterogeneous panel regression model that incorporate a group structure of individual dimension with cohort formation for their time-variations, which allows common coefficients between nonadjacent time points, via a doubly penalized least square is introduced. The consistency and asymptotic normality for the proposed estimators are developed. The simulations show the good finite sample performence." @default.
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- W4384133773 date "2023-09-01" @default.
- W4384133773 modified "2023-09-23" @default.
- W4384133773 title "A bi-integrative analysis of two-dimensional heterogeneous panel data models" @default.
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- W4384133773 doi "https://doi.org/10.1016/j.econlet.2023.111244" @default.
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