Custodio João, I., Lucas, A., Schaumburg, J. and Schwaab, B. (2023). Dynamic clustering of multivariate panel data Journal of Econometrics, 237(2, Part B):1--18.
Igor Custodio Joao
University
Vrije Universiteit Amsterdam
E-mail
Research field
Econometrics
Interests
Applied Econometrics, Econometrics, Financial Econometrics
Website
Key publications
List of publications
João, I.C., Schaumburg, J., Lucas, A. and Schwaab, B. (2024). Dynamic Nonparametric Clustering of Multivariate Panel Data Journal of Financial Econometrics, :.
Custodio João, I., Lucas, A., Schaumburg, J. and Schwaab, B. (2023). Dynamic clustering of multivariate panel data Journal of Econometrics, 237(2, Part B):1--18.