Identifying latent group structures in spatial dynamic panels

L Su, W Wang, X Xu - Journal of Econometrics, 2023 - Elsevier
This paper considers the identification of latent group structures in spatial dynamic panels.
We follow Lee and Yu (2010) and consider a rich spatial dynamic panel data (SDPD) model …

A spatial panel quantile model with unobserved heterogeneity

T Ando, K Li, L Lu - Journal of Econometrics, 2023 - Elsevier
This paper introduces a spatial panel quantile model with unobserved heterogeneity. The
proposed model is capable of capturing high-dimensional cross-sectional dependence and …