Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models
نویسندگان
چکیده
منابع مشابه
Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models∗
Recent developments in nonlinear panel data analysis allow identifying and estimating general dynamic systems. In this review we describe some results and techniques for nonparametric identification and flexible estimation in the presence of time-invariant and time-varying latent variables. This opens the possibility to estimate nonlinear reduced forms in a large class of structural dynamic mod...
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ژورنال
عنوان ژورنال: Annual Review of Economics
سال: 2017
ISSN: 1941-1383,1941-1391
DOI: 10.1146/annurev-economics-063016-104346