3 papers
econ.EM2020
Convergence rate of estimators of clustered panel models with misclassification
Andreas Dzemski, Ryo Okui
We study kmeans clustering estimation of panel data models with a latent group structure and units and time periods under long panel asymptotics. We show that the group-spe…
econ.EM2018
Panel Data Analysis with Heterogeneous Dynamics
Ryo Okui, Takahide Yanagi
This paper proposes a model-free approach to analyze panel data with heterogeneous dynamic structures across observational units. We first compute the sample mean, autocovariances,…
econ.EM2018
Kernel Estimation for Panel Data with Heterogeneous Dynamics
Ryo Okui, Takahide Yanagi
This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean,…