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Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity

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Cited by:

  1. Na Li & Richard J. Vyn & Ken McEwan, 2016. "To Invest or Sell? The Impacts of Ontario’s Greenbelt on Farm Exit and Investment Decisions," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 38(3), pages 389-412.
  2. Partha Deb & Pravin K. Trivedi & David M. Zimmer, 2014. "Cost‐Offsets Of Prescription Drug Expenditures: Data Analysis Via A Copula‐Based Bivariate Dynamic Hurdle Model," Health Economics, John Wiley & Sons, Ltd., vol. 23(10), pages 1242-1259, October.
  3. Kharma, Céline & Eugster, Nicolas, 2021. "Is competition beneficial? The case of exchange traded funds," International Review of Financial Analysis, Elsevier, vol. 76(C).
  4. Eleonora Bartoloni, 2013. "Capital structure and innovation: causality and determinants," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(1), pages 111-151, February.
  5. Walter Rasugu Omariba & Fernando Rajulton & Roderic Beaujot, 2008. "Correlated mortality risks of siblings in Kenya," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 18(11), pages 311-336.
  6. Sophie Massin & Phu Nguyen-Van & Dimitri Dubois & Marc Willinger & Bruno Ventelou, 2026. "Hysteresis in addictive consumption depends on time preferences," Theory and Decision, Springer, vol. 100(3), pages 769-806, May.
  7. Kerstin Bruckmeier & Katrin Hohmeyer & Stefan Schwarz, 2018. "Welfare receipt misreporting in survey data and its consequences for state dependence estimates: new insights from linked administrative and survey data," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 52(1), pages 1-21, December.
  8. Plum, Alexander & Knies, Gundi, 2015. "Does neighbourhood unemployment affect the springboard effect of low pay?," ISER Working Paper Series 2015-20, Institute for Social and Economic Research.
  9. Wang, Hui & Riedinger, Jeffrey & Jin, Songqing, 2015. "Land documents, tenure security and land rental development: Panel evidence from China," China Economic Review, Elsevier, vol. 36(C), pages 220-235.
  10. Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2012. "Renewable energy innovations in Europe: a dynamic panel data approach," Applied Economics, Taylor & Francis Journals, vol. 44(24), pages 3135-3147, August.
  11. Mentzakis, Emmanouil & Moro, Mirko, 2009. "The poor, the rich and the happy: Exploring the link between income and subjective well-being," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 38(1), pages 147-158, January.
  12. Raphaële Préget & Phu Nguyen-Van & Marc Willinger, 2016. "Who are the voluntary leaders? Experimental evidence from a sequential contribution game," Theory and Decision, Springer, vol. 81(4), pages 581-599, November.
  13. Giuseppe Attanasi & Roberta Dessi & Frédéric Moisan & Donald Robertson, 2019. "Public Goods and Future Audiences: Acting as Role Models?," GREDEG Working Papers 2019-27, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  14. Kjellsson, Gustav, 2014. "Extending Decomposition Analysis to Account for Socioeconomic Background: Income-Related Smoking Inequality among Swedish Women," Working Papers 2014:29, Lund University, Department of Economics.
  15. French, Declan, 2023. "Exploring household financial strain dynamics," International Review of Financial Analysis, Elsevier, vol. 86(C).
  16. Willert, Bianca, 2021. "Modern Slavery – An Empirical Analysis," Thuenen-Series of Applied Economic Theory 167, University of Rostock, Institute of Economics, revised 2021.
  17. Elena Bárcena-Martín & M. Carmen Blanco-Arana & Salvador Pérez-Moreno, 2017. "Dynamics of child poverty in the European countries," Working Papers 437, ECINEQ, Society for the Study of Economic Inequality.
  18. Luis González Polonio & Silverio Alarcón, 2026. "Complementarities and persistence in innovation strategies: evidence from the Spanish agri-food sector using firm-level panel data," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 14(1), pages 1-27, December.
  19. Nam Hoang Vu & Tram Bao Hoang & Duong Tung Bui & Quan Hong Nguyen, 2024. "Integration into global value chains and firm innovation: does local business environment matter?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 51(4), pages 725-791, December.
  20. Evelyn Benvin & Ximena Quintanilla, 2011. "Dime si estás empleado y te diré quién eres. Dime qué tipo de contrato tienes," Working Papers 49, Superintendencia de Pensiones, revised Oct 2011.
  21. Lee, Boram & Veld-Merkoulova, Yulia, 2016. "Myopic loss aversion and stock investments: An empirical study of private investors," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 235-246.
  22. Kanabar, Ricky, 2017. "In or out? Poverty dynamics among older individuals in the UK," Journal of Pension Economics and Finance, Cambridge University Press, vol. 16(4), pages 509-553, October.
  23. Tesfaye, Wondimagegn & Tirivayi, Nyasha, 2020. "Crop diversity, household welfare and consumption smoothing under risk: Evidence from rural Uganda," World Development, Elsevier, vol. 125(C).
  24. M. Del Gatto & C. Mastinu, 2016. "Sequentiality and Distance(s) in Cross-Border Mergers and Acquisitions: Evidence from Micro Data," Working Paper CRENoS 201616, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  25. Iordanis Parikoglou & Grigorios Emvalomatis & Fiona Thorne, 2022. "Precision livestock agriculture and productive efficiency: The case of milk recording in Ireland," Agricultural Economics, International Association of Agricultural Economists, vol. 53(S1), pages 109-120, November.
  26. Pigini, Claudia, 2021. "Penalized maximum likelihood estimation of logit-based early warning systems," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1156-1172.
  27. Agathe Simon, 2022. "Temporary employment and poverty persistence: The case of U.K. and Germany," French Stata Users' Group Meetings 2022 07, Stata Users Group.
  28. Naciba Haned & Caroline Mothe & Thuc Uyen Nguyen-Thi, 2014. "Firm persistence in technological innovation: the relevance of organizational innovation," Post-Print halshs-01496526, HAL.
  29. Carole Brunet & Thierry Kamionka & Guy Lacroix, 2025. "Homeownership, Labour Market Transitions and Earnings," Applied Economics, Taylor & Francis Journals, vol. 57(14), pages 1614-1636, March.
  30. Jia, Zhiyang & Vattø, Trine Engh, 2021. "Predicting the path of labor supply responses when state dependence matters," Labour Economics, Elsevier, vol. 71(C).
  31. Burcu Duygan-Bump & Charles Grant, 2008. "Household debt repayment behaviour: what role do institutions play?," Supervisory Research and Analysis Working Papers QAU08-3, Federal Reserve Bank of Boston.
  32. HANED Naciba & LE BAS Christian & MOTHE Caroline & NGUYEN Thi Thuc Uyen, 2012. "Firm technological innovation persistence: Organizational innovation matters," LISER Working Paper Series 2012-27, Luxembourg Institute of Socio-Economic Research (LISER).
  33. Mario A. Maggioni & Emanuela Marrocu & Teodora Erika Uberti & Stefano Usai, 2023. "The role of localised, recombinant and exogenous technological change in European regions," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo dis2301, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS).
  34. Denise Doiron & Nathan Kettlewell, 2020. "Family formation and the demand for health insurance," Health Economics, John Wiley & Sons, Ltd., vol. 29(4), pages 523-533, April.
  35. Silviano Esteve-Pérez & Diego Rodríguez, 2013. "The dynamics of exports and R&D in SMEs," Small Business Economics, Springer, vol. 41(1), pages 219-240, June.
  36. Michaud, Pierre-Carl & Heitmueller, Axel & Nazarov, Zafar, 2010. "A dynamic analysis of informal care and employment in England," Labour Economics, Elsevier, vol. 17(3), pages 455-465, June.
  37. Tavassoli, Sam & Karlsson, Charlie, 2015. "Persistence of various types of innovation analyzed and explained," Research Policy, Elsevier, vol. 44(10), pages 1887-1901.
  38. Sung-Joo Yoon, 2019. "What Can We Obtain from Mental Health Care? The Dynamics of Physical and Mental Health," IJERPH, MDPI, vol. 16(17), pages 1-18, August.
  39. Jennifer Roberts & Karl Taylor, 2022. "New Evidence on Disability Benefit Claims in Britain: The Role of Health and the Local Labour Market," Economica, London School of Economics and Political Science, vol. 89(353), pages 131-160, January.
  40. William H. Greene & Mark N. Harris & Bruce Hollingsworth, 2015. "Inflated Responses in Measures of Self-Assessed Health," American Journal of Health Economics, University of Chicago Press, vol. 1(4), pages 461-493, Fall.
  41. Demiralp, Berna, 2011. "Occupational self-selection in a labor market with moral hazard," European Economic Review, Elsevier, vol. 55(4), pages 497-519, May.
  42. Elisabeth Beusch & Arthur Van Soest, 2020. "A dynamic multinomial model of self-employment in the Netherlands," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 5-32.
  43. Kostas Mavromaras & Darcy Fitzpatrick, 2017. "Self-employment Dynamics in Australia and the Importance of State Dependence," The Economic Record, The Economic Society of Australia, vol. 93, pages 144-170, June.
  44. Yin King Fok & Sung-Hee Jeon & Roger Wilkins, 2009. "Does Part-Time Employment Help or Hinder Lone Mothers Movements into Full-Time Employment?," Melbourne Institute Working Paper Series wp2009n25, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  45. Paige Clayton & Maryann Feldman & Benjamin Montmartin, 2024. "Entrepreneurial finance and regional ecosystem emergence," Small Business Economics, Springer, vol. 62(4), pages 1493-1521, April.
  46. Tue Gørgens & Dean Robert Hyslop, 2018. "The Specification of Dynamic Discrete-Time Two-State Panel Data Models," Econometrics, MDPI, vol. 7(1), pages 1-16, December.
  47. Mark B. Stewart, 2007. "The interrelated dynamics of unemployment and low-wage employment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 511-531.
  48. Yu, Yip-Ching & Nimeh, Zina, 2020. "Segmented paths of welfare assimilation," MERIT Working Papers 2020-036, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  49. Trinh, Long Quang & Doan, Ha Thi Thanh, 2018. "Internationalization and the growth of Vietnamese micro, small, and medium sized enterprises: Evidence from panel quantile regressions," Journal of Asian Economics, Elsevier, vol. 55(C), pages 71-83.
  50. Umut Oguzoglu, 2010. "Dynamics of work limitation and work in Australia," Health Economics, John Wiley & Sons, Ltd., vol. 19(6), pages 656-669, June.
  51. Manera, Maria & Quatraro, Francesco & Spinazzola, Matteo & Tomas-Porres, Josep, 2025. "Price shocks, exposure to critical raw materials and innovation," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202507, University of Turin.
  52. Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
  53. Md.Salamun Rashidin & Sara Javed & Bin Liu & Wang Jian, 2020. "Ramifications of Households’ Nonfarm Income on Agricultural Productivity: Evidence From a Rural Area of Pakistan," SAGE Open, , vol. 10(1), pages 21582440209, January.
  54. Christopher R. Dobronyi & Fu Ouyang & Thomas Tao Yang, 2023. "Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables," Papers 2301.09379, arXiv.org, revised Aug 2024.
  55. Chrysanthou, Georgios Marios & Vasilakis, Chrysovalantis, 2019. "The Impact of Bullying Victimisation on Mental Wellbeing," IZA Discussion Papers 12206, IZA Network @ LISER.
  56. Nicole Gürtzgen & André Diegmann (né Nolte), 2020. "Does low‐pay persist across different regimes? Evidence from German Unification," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 28(3), pages 413-440, July.
  57. Bettina Peters & Christian Rammer, 2013. "Innovation panel surveys in Germany," Chapters, in: Fred Gault (ed.), Handbook of Innovation Indicators and Measurement, chapter 6, pages 135-177, Edward Elgar Publishing.
  58. Herwig Immervoll & Stephen P. Jenkins & Sebastian Königs, 2015. "Are Recipients of Social Assistance 'Benefit Dependent'?: Concepts, Measurement and Results for Selected Countries," OECD Social, Employment and Migration Working Papers 162, OECD Publishing.
  59. Rieger, Jörg & Kuhlgatz, Christian & Anders, Sven, 2016. "Food scandals, media attention and habit persistence among desensitised meat consumers," Food Policy, Elsevier, vol. 64(C), pages 82-92.
  60. Lucchetti, Riccardo & Pigini, Claudia, 2017. "DPB: Dynamic Panel Binary Data Models in gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i08).
  61. Katayama, Hajime & Lu, Shihua & Tybout, James R., 2009. "Firm-level productivity studies: Illusions and a solution," International Journal of Industrial Organization, Elsevier, vol. 27(3), pages 403-413, May.
  62. García-Quevedo, José & Pellegrino, Gabriele & Vivarelli, Marco, 2014. "R&D drivers and age: Are young firms different?," Research Policy, Elsevier, vol. 43(9), pages 1544-1556.
  63. Jia, Lili, 2012. "Land fragmentation and off-farm labor supply in China," Studies on the Agricultural and Food Sector in Transition Economies, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), volume 66, number 66.
  64. Martin Browning & Jesus Carro, 2006. "Heterogeneity and Microeconometrics Modelling," CAM Working Papers 2006-03, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  65. Astrid Ayala & Szabolcs Blazsek, 2019. "Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 10(1), pages 65-92, March.
  66. Rainer Schulz & Martin Wersing & Axel Werwatz, 2008. "Renting Versus Owning And The Role Of Income Risk: The Case Of Germany," ERES eres2008_248, European Real Estate Society (ERES).
  67. Otterbach, Steffen & Wooden, Mark & Fok, Yin King, 2016. "Working-Time Mismatch and Mental Health," IZA Discussion Papers 9818, IZA Network @ LISER.
  68. Lukasz Grzybowski & Pedro Pereira, 2007. "Merger Simulation in Mobile Telephony in Portugal," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 31(3), pages 205-220, November.
  69. Martin Biewen, 2009. "Measuring state dependence in individual poverty histories when there is feedback to employment status and household composition," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1095-1116, November.
  70. Dessí, Roberta & Attanasi, Giuseppe & Moisan, Frederic & Robertson, Donald, 2017. "Public goods, role models and "sucker aversion": the audience matters," CEPR Discussion Papers 12413, Centre for Economic Policy Research.
  71. Carina Keldenich & Andreas Knabe, 2022. "Women’s Labor Market Responses to Their Partners’ Unemployment and Low-Pay Employment," Journal of Labor Research, Springer, vol. 43(1), pages 134-162, March.
  72. Mosthaf, Alexander, 2017. "Change in self-efficacy as a source of state dependence in labor market dynamics?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168131, Verein für Socialpolitik / German Economic Association.
  73. Costa-Font, Joan & Vilaplana-Prieto, Cristina, 2022. "Health shocks and housing downsizing: How persistent is ‘ageing in place’?," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 490-508.
  74. Pedro Albarran & Raquel Carrasco & Adelheid Holl, 2013. "Domestic transport infrastructure and firms’ export market participation," Small Business Economics, Springer, vol. 40(4), pages 879-898, May.
  75. Andrew M. Jones & Nigel Rice & Paul Contoyannis, 2012. "The Dynamics of Health," Chapters, in: Andrew M. Jones (ed.), The Elgar Companion to Health Economics, Second Edition, chapter 2, Edward Elgar Publishing.
  76. David Rodríguez-González & Elena Huergo & Mery Patricia Tamayo, 2025. "Intellectual Property Rights as a Driver of Offshoring Flows by Stage of Economic Development," Documentos de Trabajo del ICAE 2025-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  77. Rebecca Allen & Simon Burgess & Tomas Key, 2010. "Choosing secondary school by moving house: school quality and the formation of neighbourhoods," The Centre for Market and Public Organisation 10/238, The Centre for Market and Public Organisation, University of Bristol, UK.
  78. Belzil, Christian & Bognanno, Michael & Poinas, François, 2012. "Promotion Determinants in Corporate Hierarchies: An Examination of Fast Tracks and Functional Area," TSE Working Papers 12-348, Toulouse School of Economics (TSE).
  79. Pedro Albarran & Raquel Carrasco & Jesus M. Carro, 2019. "Estimation of Dynamic Nonlinear Random Effects Models with Unbalanced Panels," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(6), pages 1424-1441, December.
  80. Niedergesäss, Markus, 2012. "Duration dependence, lagged duration dependence, and occurrence dependence in individual employment histories," University of Tübingen Working Papers in Business and Economics 26, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
  81. Caponi Vincenzo & Kayahan Burc & Plesca Miana, 2010. "The Impact of Aggregate and Sectoral Fluctuations on Training Decisions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-37, October.
  82. repec:wsr:pbrief:y:2015:i:028 is not listed on IDEAS
  83. Bryan S. Graham, 2015. "Methods of Identification in Social Networks," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 465-485, August.
  84. Fielding, David & Rewilak, Johan, 2015. "Credit booms, financial fragility and banking crises," Economics Letters, Elsevier, vol. 136(C), pages 233-236.
  85. Claire Loupias & Patrick Sevestre, 2013. "Costs, Demand, and Producer Price Changes," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 315-327, March.
  86. Li, Rui & Li, Qinghai & Lv, Xiaofeng & Zhu, Xi, 2019. "The land rental of Chinese rural households and its welfare effects," China Economic Review, Elsevier, vol. 54(C), pages 204-217.
  87. Martin, Stephen & Rice, Nigel & Jacobs, Rowena & Smith, Peter, 2007. "The market for elective surgery: Joint estimation of supply and demand," Journal of Health Economics, Elsevier, vol. 26(2), pages 263-285, March.
  88. Fenske, James & Kala, Namrata, 2012. "Climate, ecosystem resilience and the slave trade," MPRA Paper 38398, University Library of Munich, Germany.
  89. Shiu, Ji-Liang & Hu, Yingyao, 2013. "Identification and estimation of nonlinear dynamic panel data models with unobserved covariates," Journal of Econometrics, Elsevier, vol. 175(2), pages 116-131.
  90. Korfhage, Thorben & Fischer-Weckemann, Björn, 2024. "Long-run consequences of informal elderly care and implications of public long-term care insurance," Journal of Health Economics, Elsevier, vol. 96(C).
  91. Andreas Knabe & Alexander Plum, 2013. "Low-wage Jobs — Springboard to High-paid Ones?," LABOUR, CEIS, vol. 27(3), pages 310-330, September.
  92. Takahiro Miura, 2016. "The association between time preference and smoking behavior: A dynamic panel analysis," Discussion Papers in Economics and Business 16-16, Osaka University, Graduate School of Economics.
  93. Poggi, Ambra & Florio, Massimo, 2010. "Energy deprivation dynamics and regulatory reforms in Europe: Evidence from household panel data," Energy Policy, Elsevier, vol. 38(1), pages 253-264, January.
  94. Michael P. Keane & Robert M. Sauer, 2009. "Classification Error in Dynamic Discrete Choice Models: Implications for Female Labor Supply Behavior," Econometrica, Econometric Society, vol. 77(3), pages 975-991, May.
  95. Lukasz Grzybowski & Ambre Nicolle, 2021. "Estimating Consumer Inertia in Repeated Choices of Smartphones," Journal of Industrial Economics, Wiley Blackwell, vol. 69(1), pages 33-82, March.
  96. H. T. Tran & E. Santarelli, 2013. "Determinants and Effects of Innovative Activities in Vietnam. A Firm-level Analysis," Working Papers wp909, Dipartimento Scienze Economiche, Universita' di Bologna.
  97. Lu Liu & Wei Nai & Zan Yang, 2022. "Measuring the State Dependence Effect in Hospital Payment Adjustment," IJERPH, MDPI, vol. 19(21), pages 1-17, October.
  98. Lionel WILNER, 2019. "The Dynamics of Individual Happiness," Working Papers 2019-18, Center for Research in Economics and Statistics.
  99. Gianmarco Ottaviano & Christian Volpe Martincus, 2011. "SMEs in Argentina: who are the exporters?," Small Business Economics, Springer, vol. 37(3), pages 341-361, October.
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