메뉴 건너뛰기




Volumn 20, Issue 1, 2005, Pages 39-54

Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity

Author keywords

[No Author keywords available]

Indexed keywords


EID: 20744457081     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.770     Document Type: Article
Times cited : (1143)

References (22)
  • 1
    • 0346651130 scopus 로고
    • Efficient estimation of models for dynamic panel data
    • Ahn SC, Schmidt P. 1995. Efficient estimation of models for dynamic panel data. Journal of Econometrics 68: 5-27.
    • (1995) Journal of Econometrics , vol.68 , pp. 5-27
    • Ahn, S.C.1    Schmidt, P.2
  • 2
    • 49049140143 scopus 로고
    • Formulation and estimation of dynamic models using panel data
    • Anderson TW, Hsiao C. 1982. Formulation and estimation of dynamic models using panel data. Journal of Econometrics 18: 67-82.
    • (1982) Journal of Econometrics , vol.18 , pp. 67-82
    • Anderson, T.W.1    Hsiao, C.2
  • 3
    • 84881844837 scopus 로고
    • Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations
    • Arellano M, Bond SR. 1991. Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies 58: 277-297.
    • (1991) Review of Economic Studies , vol.58 , pp. 277-297
    • Arellano, M.1    Bond, S.R.2
  • 4
    • 58149364940 scopus 로고
    • Another look at the instrumental variables estimation of error-component models
    • Arellano M, Bover O. 1995. Another look at the instrumental variables estimation of error-component models. Journal of Econometrics 68: 29-51.
    • (1995) Journal of Econometrics , vol.68 , pp. 29-51
    • Arellano, M.1    Bover, O.2
  • 5
    • 0347354943 scopus 로고    scopus 로고
    • Binary choice panel data models with predetermined variables
    • Arellano M, Carrasco R. 2003. Binary choice panel data models with predetermined variables. Journal of Econometrics 115: 125-157.
    • (2003) Journal of Econometrics , vol.115 , pp. 125-157
    • Arellano, M.1    Carrasco, R.2
  • 6
    • 0001306709 scopus 로고
    • Estimating dynamic random effects models from panel data covering short time periods
    • Bhargava A, Sargan JD. 1983. Estimating dynamic random effects models from panel data covering short time periods. Econometrica 51: 1635-1659.
    • (1983) Econometrica , vol.51 , pp. 1635-1659
    • Bhargava, A.1    Sargan, J.D.2
  • 7
    • 0001438979 scopus 로고    scopus 로고
    • Initial conditions and moment restrictions in dynamic panel data models
    • Blundell R, Bond S. 1998. Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics 87: 115-143.
    • (1998) Journal of Econometrics , vol.87 , pp. 115-143
    • Blundell, R.1    Bond, S.2
  • 8
    • 0141838735 scopus 로고
    • Initial conditions and efficient estimation in dynamic panel data models
    • Blundell RW, Smith RJ. 1991. Initial conditions and efficient estimation in dynamic panel data models. Annales d'Economic et de Statistique 20/21: 109-123.
    • (1991) Annales d'Economic et de Statistique , vol.20-21 , pp. 109-123
    • Blundell, R.W.1    Smith, R.J.2
  • 9
    • 84862686880 scopus 로고
    • Analysis of covariance with qualitative data
    • Chamberlain G. 1980. Analysis of covariance with qualitative data. Review of Economic Studies 47: 225-238.
    • (1980) Review of Economic Studies , vol.47 , pp. 225-238
    • Chamberlain, G.1
  • 12
    • 0348197212 scopus 로고    scopus 로고
    • Mixture of normals probit models
    • Hsaio C, Lahiri K, Lee L-F, Pesaran MH (eds). Cambridge University Press: Cambridge
    • Geweke J, Keane M. 1999. Mixture of normals probit models. In Analysis of Panels and Limited Dependent Variable Models, Hsaio C, Lahiri K, Lee L-F, Pesaran MH (eds). Cambridge University Press: Cambridge; 49-78.
    • (1999) Analysis of Panels and Limited Dependent Variable Models , pp. 49-78
    • Geweke, J.1    Keane, M.2
  • 13
    • 0001409334 scopus 로고    scopus 로고
    • How informative is the initial condition in the dynamic panel data model with fixed effects?
    • Hahn J. 1999. How informative is the initial condition in the dynamic panel data model with fixed effects? Journal of Econometrics 93: 309-326.
    • (1999) Journal of Econometrics , vol.93 , pp. 309-326
    • Hahn, J.1
  • 14
    • 84935670624 scopus 로고
    • Econometric models for count data with an application to the patents-R&D relationship
    • Hausman JA, Hall BH, Griliches Z. 1984. Econometric models for count data with an application to the patents-R&D relationship. Econometrica 52: 909-938.
    • (1984) Econometrica , vol.52 , pp. 909-938
    • Hausman, J.A.1    Hall, B.H.2    Griliches, Z.3
  • 15
    • 0002275464 scopus 로고
    • The incidental parameters problem and the problem of initial conditions in estimating a discrete time-discrete data stochastic process
    • Manski CF, McFadden D (eds). MIT Press: Cambridge, MA
    • Heckman JJ. 1981. The incidental parameters problem and the problem of initial conditions in estimating a discrete time-discrete data stochastic process. In Structural Analysis of Discrete Data with Econometric Applications, Manski CF, McFadden D (eds). MIT Press: Cambridge, MA; 179-195.
    • (1981) Structural Analysis of Discrete Data with Econometric Applications , pp. 179-195
    • Heckman, J.J.1
  • 16
    • 38249001565 scopus 로고
    • Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
    • Honoré BE. 1993. Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables. Journal of Econometrics 59: 35-61.
    • (1993) Journal of Econometrics , vol.59 , pp. 35-61
    • Honoré, B.E.1
  • 17
    • 0001736663 scopus 로고    scopus 로고
    • Panel data discrete choice models with lagged dependent variables
    • Honoré BE, Kyriazidou E. 2000. Panel data discrete choice models with lagged dependent variables. Econometrica 68: 839-874.
    • (2000) Econometrica , vol.68 , pp. 839-874
    • Honoré, B.E.1    Kyriazidou, E.2
  • 18
    • 0003559593 scopus 로고
    • Cambridge University Press: Cambridge
    • Hsiao C. 1986. Analysis of Panel Data. Cambridge University Press: Cambridge.
    • (1986) Analysis of Panel Data
    • Hsiao, C.1
  • 19
    • 20744437271 scopus 로고    scopus 로고
    • Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men
    • Vella F, Verbeek M. 1998. Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men. Journal of Applied Econometrics 7: 413-421.
    • (1998) Journal of Applied Econometrics , vol.7 , pp. 413-421
    • Vella, F.1    Verbeek, M.2
  • 20
    • 0031520158 scopus 로고    scopus 로고
    • Multiplicative panel data models without the strict exogeneity assumption
    • Wooldridge JM. 1997. Multiplicative panel data models without the strict exogeneity assumption. Econometric Theory 13: 667-678.
    • (1997) Econometric Theory , vol.13 , pp. 667-678
    • Wooldridge, J.M.1
  • 21
    • 0034373650 scopus 로고    scopus 로고
    • A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
    • Wooldridge JM. 2000. A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables. Economics Letters 68: 245-250.
    • (2000) Economics Letters , vol.68 , pp. 245-250
    • Wooldridge, J.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.