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Three Essays On Panel Structure Models, Wuyi Wang

Dissertations and Theses Collection (Open Access)

In panel structure models, individuals can be classified into different groups with the slope parameters being homogeneous within the same group but heterogeneous across groups, both the number of groups and each individual’s group membership are unknown. This dissertation proposes some methods to identify the panel structure models under different specifications, namely, developing a Lasso-type Panel-CARDS method in the linear panel, constructing two sequential binary segmentation algorithms in the nonlinear panel, and using K-means algorithm in the spatial panel.

Chapter 2 studies the estimation of a linear panel data model with latent structures. To identify the unknown group structure of …