Convergence rate of estimators of clustered panel models with misclassification

dc.contributor.author	Dzemski, Andreas
dc.contributor.author	Okui, Ryo
dc.contributor.organization	Department of Economics, University of Gothenburg	sv
dc.date.accessioned	2020-08-17T09:22:06Z
dc.date.available	2020-08-17T09:22:06Z
dc.date.issued	2020-08
dc.description	JEL code: C23, C33 C38	sv
dc.description.abstract	We study kmeans clustering estimation of panel data models with a latent group structure and N units and T time periods under long panel asymptotics. We show that the group-speci c coe cients can be estimated at the parametric root NT rate even if error variances diverge as T ! 1 and some units are asymptotically misclassi ed. This limit case approximates empirically relevant settings and is not covered by existing asymptotic results.	sv
dc.format.extent	15	sv
dc.identifier.issn	1403-2473 (print)
dc.identifier.issn	1403-2465 (online)
dc.identifier.uri	http://hdl.handle.net/2077/66141
dc.language.iso	eng	sv
dc.relation.ispartofseries	Working Papers in Economics	sv
dc.relation.ispartofseries	790	sv
dc.subject	Panel data	sv
dc.subject	latent grouped structure	sv
dc.subject	clustering	sv
dc.subject	kmeans	sv
dc.subject	convergence rate	sv
dc.subject	missclassification	sv
dc.title	Convergence rate of estimators of clustered panel models with misclassification	sv
dc.type	Text	sv
dc.type.svep	report	sv

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