Rabe-Hesketh, Sophia; Skrondal, Anders - In: Economics Letters 120 (2013) 2, pp. 346-349
Wooldridge (2005) provided a simple and elegant solution to the initial conditions problem for dynamic nonlinear unobserved-effects models. His original auxiliary model includes the time-varying explanatory variables at each period. Unfortunately, a popular constrained version that includes...