Albarrán, Pedro; Carrasco, Raquel; Carro, Jesús M. - Departamento de Economía, Universidad Carlos III de Madrid - 2015
This paper presents and evaluates estimation methods for dynamic nonlinear correlated random effects (CRE) models with unbalanced panels. Accounting for the unbalancedness is crucial in dynamic non-linear models and it cannot be ignored even if the process that produces it is completely at...