Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
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DOI: 10.1016/j.jeconom.2013.03.001
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- Ji-Liang Shiu & Yingyao Hu, 2010. "Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates," Economics Working Paper Archive 557, The Johns Hopkins University,Department of Economics.
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Keywords
Nonlinear dynamic panel data model; Dynamic discrete choice model; Dynamic censored model; Nonparametric identification; Initial condition; Correlated random effects; Unobserved heterogeneity; Unobserved covariate; Endogeneity;All these keywords.
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