Project CEMAPRE internal
Title | Estimating partial effects for nonlinear dynamic panel data models with unobserved individual heterogeneity |
Participants | Isabel Proença (Principal Investigator) |
Summary | This project aims to contribute to the existent literature of dynamic nonlinear panel data models in twofold. First, dependent unobserved individual heterogeneity is considered in nonlinear dynamic panel data models leading to endogeneity and consequently inconsistency in estimation of the usual methods. Therefore, it proposes alternative procedures based on semiparametric approaches to obtain consistent estimation. Second, it focuses on the estimation of partial effects and average partial effects, exploring the issues addressed in Shang and Wooldridge (2016) in the particular class of models considered here. Finally, the proposed methods are illustrated in empirical applications. Shang, S., and Wooldridge, J. (2016). On Estimating Partial Effects after Retransformation. Available at SSRN 2763307. |