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Avoiding biased versions of Wooldridge’s simple solution to the initial conditions problem

✍ Scribed by Rabe-Hesketh, Sophia; Skrondal, Anders

Book ID
123270802
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
382 KB
Volume
120
Category
Article
ISSN
0165-1765

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📜 SIMILAR VOLUMES

Simple solutions to the initial conditio
Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
✍ Professor Jeffrey M. Wooldridge 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 173 KB 👁 1 views

## Abstract I study a simple, widely applicable approach to handling the initial conditions problem in dynamic, nonlinear unobserved effects models. Rather than attempting to obtain the joint distribution of all outcomes of the endogenous variables, I propose finding the distribution conditional on