๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Identification and estimation of nonlinear dynamic panel data models with unobserved covariates

โœ Scribed by Shiu, Ji-Liang; Hu, Yingyao

Book ID
120307978
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
504 KB
Volume
175
Category
Article
ISSN
0304-4076

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Simple solutions to the initial conditio
Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
โœ Professor Jeffrey M. Wooldridge ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 173 KB ๐Ÿ‘ 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

Semiparametric Bayesian inference for dy
Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneity
โœ Tong Li; Xiaoyong Zheng ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 242 KB

## Abstract This paper develops semiparametric Bayesian methods for inference of dynamic Tobit panel data models. Our approach requires that the conditional mean dependence of the unobserved heterogeneity on the initial conditions and the strictly exogenous variables be specified. Important quantit