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

Li, H; Xie, YT; Yang, J; Wang, D

Wang, D (reprint author), Peking Univ, Sch Econ, Beijing, Peoples R China.

MATHEMATICAL PROBLEMS IN ENGINEERING, 2018; ():

Abstract

This paper proposed a panel data clustering model based on D-vine and C-vine and supported a semiparametric estimation for parameters. These models in......

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