Convergence rate of estimators of clustered panel models with misclassification

C-Tier
Journal: Economics Letters
Year: 2021
Volume: 203
Issue: C

Authors (2)

Dzemski, Andreas (not in RePEc) Okui, Ryo

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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-specific coefficients can be estimated at the parametric NT-rate even if error variances diverge as T→∞ and consequently some units are asymptotically misclassified. This limit case approximates empirically relevant settings and is not covered by existing asymptotic results.

Technical Details

RePEc Handle
repec:eee:ecolet:v:203:y:2021:i:c:s016517652100121x
Journal Field
General
Author Count
2
Added to Database
2026-01-26