Identification and Panel Data Models with Endogenous Regressors

S-Tier
Journal: Review of Economic Studies
Year: 1991
Volume: 58
Issue: 1
Pages: 129-140

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper provides sufficient conditions for the identification of both static and dynamic models containing endogenous regressors from panel data by utilizing the restrictions across time periods on the parameters. It is shown that identification is achieved under quite weak conditions even in the presence of a general pattern of correlation between the errors and the time-varying variables. Efficient estimation procedures for the models considered and some specification tests are outlined. Finally, static formulations relating individuals' intakes of nutrients in the previous 24 hours to household incomes are estimated using (ICRISAT) panel data from rural India.

Technical Details

RePEc Handle
repec:oup:restud:v:58:y:1991:i:1:p:129-140.
Journal Field
General
Author Count
1
Added to Database
2026-01-24