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

Ji-Liang Shiu

Economics Letters, 2014, vol. 122, issue 2, 338-342

Abstract: 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.

Keywords: Nonlinear dynamic panel data models; Nonparametric identification; Initial conditions; Unobserved covariate (search for similar items in EconPapers)
JEL-codes: C1 C14 C2 (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165176513005508
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:122:y:2014:i:2:p:338-342

DOI: 10.1016/j.econlet.2013.12.011

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().