Unequal spacing in dynamic panel data: Identification and estimation
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DOI: 10.1016/j.jeconom.2016.10.002
Abstract: We propose conditions under which parameters of fixed-effect dynamic models are identified with unequally spaced panel data. Under predeterminedness, weak stationarity, and empirically testable rank conditions, AR(1) parameters are identified given the availability of “two… read more here.
Keywords: panel data; spacing dynamic; dynamic panel; panel ... See more keywords