Jhordano Aguilar Loyo
Biographic Data
| ID | 8920614 |
|---|---|
| NAME | Jhordano Aguilar Loyo |
| GIVEN NAMES | Jhordano Aguilar |
| FAMILY NAME | Loyo |
| SIGNATURE | LOYO J A |
| AFFILIATIONS | University of Groningen, Groningen, Netherlands |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2025 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Grouped Heterogeneity in Linear Panel Data Models with Heterogeneous Error Variances
We develop a procedure to identify latent group structures in linear panel data models that exploits a grouping in the error variances of cross-sectional units. To accommodate such grouping, we introduce an objective function that avoids a singularity that arises in a pseudolikelihood approach. We provide theoretical and numerical evidence showing when allowing for variance groups improves classification. The developed procedure provides new evid…
No prominent works on this page.
Grouped Heterogeneity in Linear Panel Data Models with Heterogeneous Error Variances
We develop a procedure to identify latent group structures in linear panel data models that exploits a grouping in the error variances of cross-sectional units. To accommodate such grouping, we introduce an objective function that avoids a singularity that arises in a pseudolikelihood approach. We provide theoretical and numerical evidence showing when allowing for variance groups improves classification. The developed procedure provides new evid…
Accounting (1 work) · Business cycle (1 work) · Computer Science (1 work) · Econometrics (1 work) · Economic Growth and Productivity (1 work) · Economics (1 work) · Exploit (1 work) · Mathematics (1 work) · Panel data (1 work) · Regional Economics and Spatial Analysis (1 work)