Global identification of dynamic panel models with interactive effects
含交互效应的动态面板模型的全局识别
We investigate the problem of global identification in dynamic panel models with interactive effects, in the large-N, fixed-T setting. While local identification, typically established via the Jacobian matrix, is well understood, global identification has remained a more elusive and challenging issue. It is commonly believed to be unachievable in this context. However, we demonstrate that the model is, in fact, globally identified for almost all configurations of the…