Identification and Panel Data Models with Endogenous Regressors

Alok Bhargava ()

Chapter 3 in Econometrics, Statistics and Computational Approaches in Food and Health Sciences, 2006, pp 49-60 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThis paper provides sufficient conditions for the identification of both static and dynamic models containing endogenous regressors from panel data by utilizing the restrictions across time periods on the parameters. It is shown that identification is achieved under quite weak conditions even in the presence of a general pattern of correlation between the errors and the time-varying variables. Efficient estimation procedures for the models considered and some specification tests are outlined. Finally, static formulations relating individuals' intakes of nutrients in the previous 24 hours to household incomes are estimated using (ICRISAT) panel data from rural India.

Keywords: Econometrics; Nutrition; Health; Child Development; Psychology; Behavioral Nutrition; Demography; Anthropology; Economic Development; Agricultural Economics; Environmental Sciences; Epidemiology; Nonlinear Optimization (search for similar items in EconPapers)
Date: 2006
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Journal Article: Identification and Panel Data Models with Endogenous Regressors (1991)
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