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Dynamic panel data models: a guide to micro data methods and practice

โœ Scribed by StephenR. Bond

Publisher
Springer-Verlag
Year
2002
Tongue
English
Weight
160 KB
Volume
1
Category
Article
ISSN
1617-982X

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## 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