{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,9]],"date-time":"2026-10-09T06:20:25Z","timestamp":1791526825790,"version":"4.3.4"},"reference-count":22,"publisher":"Wiley","issue":"1","license":[{"start":{"date-parts":[[2005,2,3]],"date-time":"2005-02-03T00:00:00Z","timestamp":1107388800000},"content-version":"vor","delay-in-days":33,"URL":"http:\/\/onlinelibrary.wiley.com\/termsAndConditions#vor"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2005,1]]},"abstract":"<jats:title>Abstract<\/jats:title>\n                  <jats:p>I study a simple, widely applicable approach to handling the initial conditions problem in dynamic, nonlinear unobserved effects models. Rather than attempting to obtain the joint distribution of all outcomes of the endogenous variables, I propose finding the distribution conditional on the initial value (and the observed history of strictly exogenous explanatory variables). The approach is flexible, and results in simple estimation strategies for at least three leading dynamic, nonlinear models: probit, Tobit and Poisson regression. I treat the general problem of estimating average partial effects, and show that simple estimators exist for important special cases. Copyright \u00a9 2005 John Wiley &amp; Sons, Ltd.<\/jats:p>","DOI":"10.1002\/jae.770","type":"journal-article","created":{"date-parts":[[2005,2,3]],"date-time":"2005-02-03T12:46:21Z","timestamp":1107434781000},"page":"39-54","source":"Crossref","is-referenced-by-count":1264,"title":["Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity"],"prefix":"10.1002","volume":"20","author":[{"given":"Jeffrey M.","family":"Wooldridge","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2005,2,3]]},"reference":[{"key":"e_1_2_9_2_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(94)01641-C"},{"key":"e_1_2_9_3_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(82)90095-1"},{"key":"e_1_2_9_4_1","doi-asserted-by":"publisher","DOI":"10.2307\/2297968"},{"key":"e_1_2_9_5_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(94)01642-D"},{"key":"e_1_2_9_6_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(03)00095-2"},{"key":"e_1_2_9_7_1","doi-asserted-by":"publisher","DOI":"10.2307\/1912110"},{"key":"e_1_2_9_8_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(98)00009-8"},{"key":"e_1_2_9_9_1","first-page":"109","article-title":"Initial conditions and efficient estimation in dynamic panel data models","volume":"20","author":"Blundell RW","year":"1991","journal-title":"Annales d'Economie et de Statistique"},{"key":"e_1_2_9_10_1","doi-asserted-by":"publisher","DOI":"10.2307\/2297110"},{"key":"e_1_2_9_11_1","doi-asserted-by":"publisher","DOI":"10.2307\/1391799"},{"key":"e_1_2_9_12_1","doi-asserted-by":"publisher","DOI":"10.1198\/073500101316970377"},{"key":"e_1_2_9_13_1","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511493140.005"},{"key":"e_1_2_9_14_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(99)00013-5"},{"key":"e_1_2_9_15_1","doi-asserted-by":"publisher","DOI":"10.2307\/1911191"},{"key":"e_1_2_9_16_1","first-page":"179","volume-title":"Structural Analysis of Discrete Data with Econometric Applications","author":"Heckman JJ","year":"1981"},{"key":"e_1_2_9_17_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(93)90038-7"},{"key":"e_1_2_9_18_1","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00139"},{"key":"e_1_2_9_19_1","volume-title":"Analysis of Panel Data","author":"Hsiao C","year":"1986"},{"key":"e_1_2_9_20_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.3950070407"},{"key":"e_1_2_9_21_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600006125"},{"key":"e_1_2_9_22_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-1765(00)00230-5"},{"key":"e_1_2_9_23_1","volume-title":"Econometric Analysis of Cross Section and Panel Data","author":"Wooldridge JM","year":"2002"}],"container-title":["Journal of Applied Econometrics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.wiley.com\/onlinelibrary\/tdm\/v1\/articles\/10.1002%2Fjae.770","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.770","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,10,18]],"date-time":"2023-10-18T16:03:11Z","timestamp":1697644991000},"score":1,"resource":{"primary":{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/10.1002\/jae.770"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2005,1]]},"references-count":22,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2005,1]]}},"alternative-id":["10.1002\/jae.770"],"URL":"https:\/\/doi.org\/10.1002\/jae.770","archive":["Portico"],"relation":{},"ISSN":["0883-7252","1099-1255"],"issn-type":[{"value":"0883-7252","type":"print"},{"value":"1099-1255","type":"electronic"}],"subject":[],"published":{"date-parts":[[2005,1]]}}}