An alternative identification of nonlinear dynamic panel data models with unobserved covariates

DOI10.1016/J.ECONLET.2013.12.011zbMath1293.62079OpenAlexW2076559701MaRDI QIDQ2512365

Ji-Liang Shiu

Publication date: 7 August 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2013.12.011

zbMATH Keywords

initial conditionsnonparametric identificationunobserved covariatenonlinear dynamic panel data models

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

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• Efficient estimation of models for dynamic panel data
• Another look at the instrumental variable estimation of error-components models
• Nonparametric identification of dynamic models with unobserved state variables
• Formulation and estimation of dynamic models using panel data
• Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
• Analysis of Covariance with Qualitative Data
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Instrumental Variable Treatment of Nonclassical Measurement Error Models
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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