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- W1760768400 abstract "The data generating process (DGP) for generic dynamic panel data consists of a law of state dynamics g, a selection or attrition rule h, and an initial condition F. I study nonparametric identifiability of this complete DGP (g,h,F) using short unbalanced panel data, allowing for nonseparability between observed states and unobserved heterogeneity in each of g, h and F. For T⩾3, the DGP is identified by using a proxy variable. For T⩾6, the three additional periods construct a proxy, and thus the DGP is identified without an auxiliary variable." @default.
- W1760768400 created "2016-06-24" @default.
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- W1760768400 date "2015-09-01" @default.
- W1760768400 modified "2023-10-17" @default.
- W1760768400 title "Heterogeneity and selection in dynamic panel data" @default.
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- W1760768400 doi "https://doi.org/10.1016/j.jeconom.2015.05.002" @default.
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