18 citations · 28 across the 4 of their papers we have counts for
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econ.EM2023★ 5 cited
Panel Data Models with Time-Varying Latent Group Structures
Yiren Wang, Peter C B Phillips, Liangjun Su
This paper considers a linear panel model with interactive fixed effects and unobserved individual and time heterogeneities that are captured by some latent group structures and an…
econ.EM2022★ 5 cited
Low-rank Panel Quantile Regression: Estimation and Inference
Yiren Wang, Liangjun Su, Yichong Zhang
In this paper, we propose a class of low-rank panel quantile regression models which allow for unobserved slope heterogeneity over both individuals and time. We estimate the hetero…