| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5058966 | Economics Letters | 2014 | 5 Pages |
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.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Ji-Liang Shiu,