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

I provide the nonparametric identification of nonlinear dynamic panel data models. I relax the assumption of covariate evolution in Shiu and Hu (2013) by the results of Hu and Shum (2012). The assumptions include first-order Markov assumptions and a restriction on the evolution of the covariate.

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Year of publication:	2014
Authors:	Shiu, Ji-Liang
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 122.2014, 2, p. 338-342
Publisher:	Elsevier
Subject:	Nonlinear dynamic panel data models \| Nonparametric identification \| Initial conditions \| Unobserved covariate

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Type of publication:	Article
Classification:	C1 - Econometric and Statistical Methods: General ; C2 - Econometric Methods: Single Equation Models ; C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010743723