There are several different clustering techniques, and each technique has many variations. Common clustering techniques include k-means, Gaussian mixture model, density-based and spectral. This ...

In this paper, we derive the asymptotic properties of the system generalized method of moments (GMM) estimator in dynamic panel data models with individual and time effects when both N and T, the ...

ABSTRACT This paper performs a Monte Carlo study on efficient method of moments (EMM), generalized method of moments (GMM), quasi-maximum likelihood estimation (QMLE) and maximum likelihood estimation ...