This paper considers a class of fixed-T nonlinear panel models with timevarying link function, fixed effects, and …

This paper considers a class of fixed-T nonlinear panel models with time-varying link function, fixed effects, and …

This paper considers nonparametric identification of nonlinear dynamic models for panel data with unobserved voariates …. We also propose a sieve maximum likelihood estimator (MLE) and focus on two classes of nonlinear dynamic panel data … female labor force participation model is estimated as an empirical illustration using a sample from the Panel Study of …