Semiparametric Estimation and Panel Data Clustering Analysis Based on D-Vine and C-Vine

This paper proposed a panel data clustering model based on D-vine and C-vine and supported a semiparametric estimation for parameters. These models include a two-step inference function for margins, two-step semiparameter estimation, and stepwise semiparametric estimation. In similarity measurement,...

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Bibliographic Details
Main Authors: Hong Li, Yuantao Xie, Juan Yang, Di Wang
Format: Article
Language:English
Published: Hindawi Limited 2018-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2018/5840296