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https://doi.org/10.1016/j.econlet.2013.12.011
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Cite Journal: Economics Letters |  Publication Date: Dec 25, 2013 |
Affiliation: Renmin University of China
I provide the nonparametric identification of nonlinear dynamic panel data models. I relax the assumption of covariate evolution in Shiu and Hu (2013) by the results of Hu and Shum (2012). The assumptions include first-order Markov assumptions and a restriction on the evolution of the covariate.
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