Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods
短期删失动态面板模型的半参数识别与估计
In this paper, we present a semi‐parametric identification and estimation method for censored dynamic panel data models of short time periods and their average partial effects with only two periods of data. The proposed method transforms the semi‐parametric specification of censored dynamic panel data models into a parametric family of distribution functions of observables without specifying the distribution of the initial condition. Then the censored dynamic panel data…