近日，我院助理教授王武毅的合作论文”Homogeneity pursuit in panel data models: Theory and application"（合作者Peter C. B. Phillips: Yale University; Liangjun Su: Singapore Management University）被计量经济学领域知名期刊Journal of Applied Econometrics接受。

Abstract:

This paper studies the estimation of a panel data model with latent structures where individuals can be classified into different groups with the slope parameters being homogeneous within the same group but heterogeneous across groups. To identify the unknown group structure of vector parameters, we design an algorithm called Panel‐CARDS. We show that it can identify the true group structure asymptotically and estimate the model parameters consistently at the same time. Simulations evaluate the performance and corroborate the asymptotic theory in several practical design settings. The empirical application reveals the heterogeneous grouping effect of income on democracy.

个人简介：

王武毅，暨南大学经济与社会研究院助理教授。本科毕业于浙江大学，获管理学学士学位。硕士毕业于武汉大学，获经济学硕士学位。博士毕业于新加坡管理大学，获经济学博士学位。研究领域为计量经济学理论，应用计量经济学。