This thesis proposes new dynamic clustering methods for panel data in four chapters. The
first chapter deals with a score-driven model with clustered units. The second proposes a …

State fragility is one of the most pressing development challenges of our time, with an
estimated 800 million people living in fragile states. In broadest terms, fragility refers to a …

I refine the test for clustering of Patton and Weller (2022) to allow for cluster switching. In a
multivariate panel setting, clustering on timeaverages produces consistent estimators of …