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.
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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
Split-panel Jackknife Estimation of Fixed-effect Models
Dhaene, G., & Jochmans, K. (2015) · The Review of Economic Studies · doi:10.1093/restud/rdv007 · Cited by 417
Holden, S. T., Deininger, K., & Ghebru, H. (2011) · Journal of Development Studies · doi:10.1080/00220381003706460 · Cited by 274
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
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