Homogeneity Pursuit in Single Index Models based Panel Data Analysis

  title={Homogeneity Pursuit in Single Index Models based Panel Data Analysis},
  author={H. Lian and Xinghao Qiao and Wenyang Zhang},
  journal={Journal of Business \& Economic Statistics},
  pages={386 - 401}
Abstract Panel data analysis is an important topic in statistics and econometrics. Traditionally, in panel data analysis, all individuals are assumed to share the same unknown parameters, e.g. the same coefficients of covariates when the linear models are used, and the differences between the individuals are accounted for by cluster effects. This kind of modelling only makes sense if our main interest is on the global trend, this is because it would not be able to tell us anything about the… 
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