There is extensive theoretical research focusing on the ways in which principal–agent interactions vary depending on the agent’s expertise or knowledge. While the empirical research testing the implications of these models involves a broad array of experts ranging from lawyers to physicians...

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.