Estimation of Nonlinear Dynamic Panel Data Models with Individual Effects

Estimation of Nonlinear Dynamic Panel Data Models with Individual Effects

This paper suggests a generalized method of moments (GMM) based estimation for dynamic panel data models with individual specific fixed effects and threshold effects simultaneously. We extend Hansen’s (Hansen, 1999) original setup to models including endogenous regressors, specifically, lagged depen...

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Bibliographic Details
Main Authors:	Yi Hu, Dongmei Guo, Ying Deng, Shouyang Wang
Format:	Article
Language:	English
Published:	Hindawi Limited 2014-01-01
Series:	Mathematical Problems in Engineering
Online Access:	http://dx.doi.org/10.1155/2014/672610

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