An Alternative Identification of Nonlinear Dynamic Panel Data Models with Unobserved Covariates

Published in Economics Letters, 2014

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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.