Identifying latent networks in multi-dimensional panel data
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Countries, firms, and individual persons (units) are interconnected, such that the behaviour and the performance of an individual are often influenced by those of others. These connections also vary over time or regimes due to various shocks, e.g., Brexit, the Corona pandemic, policy implementations, and technology change. This research project will create innovative tools to model and uncover the varying connections of these units in a new but increasing popular type of data structure, namely multi-dimensional data.
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