3 papers
econ.EM2024
Heterogeneous Grouping Structures in Panel Data
Katerina Chrysikou, George Kapetanios
In this paper we examine the existence of heterogeneity within a group, in panels with latent grouping structure. The assumption of within group homogeneity is prevalent in this li…
econ.EM2023
Deep Neural Network Estimation in Panel Data Models
Ilias Chronopoulos, Katerina Chrysikou, George Kapetanios +2
In this paper we study neural networks and their approximating power in panel data models. We provide asymptotic guarantees on deep feed-forward neural network estimation of the co…
econ.EM2022
High Dimensional Generalised Penalised Least Squares
Ilias Chronopoulos, Katerina Chrysikou, George Kapetanios
In this paper we develop inference for high dimensional linear models, with serially correlated errors. We examine Lasso under the assumption of strong mixing in the covariates and…