The DOI matches its Crossref record; 4 of the 4 references it cites were found in a registry or an index.
Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
Open accessAbstract
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 the initial value (and the observed history of strictly exogenous explanatory variables). The approach is flexible, and results in simple estimation strategies for at least three leading dynamic, nonlinear models: probit, Tobit and Poisson regression. I treat the general problem of estimating average partial effects, and show that simple estimators exist for important special cases. Copyright © 2005 John Wiley & Sons, Ltd.
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Initial conditions and moment restrictions in dynamic panel data models
Blundell, R., & Bond, S. (1998) · Journal of Econometrics · doi:10.1016/s0304-4076(98)00009-8 · Cited by 22,571
Another look at the instrumental variable estimation of error-components models
Arellano, M., & Bover, O. (1995) · Journal of Econometrics · doi:10.1016/0304-4076(94)01642-d · Cited by 19,880
Hsiao, C. (2014) · doi:10.1017/cbo9781139839327 · Cited by 7,869
ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES
Wooldridge, J. M. (2001) · Econometric Theory · doi:10.1017/s0266466601172075 · Cited by 125
Self-citation
Cited by
Econometric Analysis of Panel Data
Baltagi, B. H. (2021) · Springer Texts in Business and Economics · doi:10.1007/978-3-030-53953-5 · Cited by 15,104
Internet Use and Depression Among Retired Older Adults in the United States: A Longitudinal Analysis
Cotten, S. R., Ford, G., Ford, S., & Hale, T. M. (2014) · The Journals of Gerontology Series B: Psychological Sciences and Social Sciences · doi:10.1093/geronb/gbu018 · Cited by 481
Akee, R. K. Q., Copeland, W. E., Keeler, G., Angold, A., & Costello, E. J. (2010) · American Economic Journal: Applied Economics · doi:10.1257/app.2.1.86 · Cited by 419
Ego-Network Stability and Innovation in Alliances
Kumar, P., & Zaheer, A. (2019) · Academy of Management Journal · doi:10.5465/amj.2016.0819 · Cited by 171
The dynamics of physical and mental health in the older population
Ohrnberger, J., Fichera, E., & Sutton, M. (2017) · The Journal of the Economics of Ageing · doi:10.1016/j.jeoa.2016.07.002 · Cited by 152
Metadata
- Authors
- Wooldridge, J. M.
- Venue
- Journal of Applied Econometrics
- Publisher
- Wiley
- Published
- 2005-01
- Volume
- 20
- Issue
- 1
- Pages
- 39-54
- ISSN
- 0883-7252 (ISSN-L)
- 1099-1255
- OpenAlex
- W1964450723
- Cited by
- 1,799
- References
- 4
- FWCI
- 121.98
- Type
- journal article
- Language
- en
- Open access
- bronze
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. https://app.cochat.ai/papers/10.1002/jae.770
- The paper
- Wooldridge, J. M. (2005). Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. Journal of Applied Econometrics. https://doi.org/10.1002/jae.770
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
