2 papers
econ.EM2026
Testing Clustered Equal Predictive Ability with Unknown Clusters
Oguzhan Akgun, Alain Pirotte, Giovanni Urga +1
We develop tests of clustered equal predictive ability (C-EPA) in panels where the clusters are unknown and estimated by the Panel Kmeans algorithm. To address the challenge of tes…
econ.EM2025
Robust Inference Methods for Latent Group Panel Models under Possible Group Non-Separation
Oguzhan Akgun, Ryo Okui
We develop robust inference methods for general linear hypotheses in linear panel data models with latent group structure in the coefficients. We employ a selective conditional inf…