A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables

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Two Sides of the Same Coin? Employing Granger Causality Tests in a Time Series Cross-Section Framework (2008, background): “The various solutions to ‘‘unobserved heterogeneity’’ (see, e.g., Heckman 1981; Vella and Verbeek 1998, 1999; Wooldridge 2000, 2002, 2005) are based upon this substantive assumption.”
Fixed effects estimation of structural parameters and marginal effects in panel probit models (2007, methodology): “Wooldridge (2001) derives a fixed-T consistent conditional maximum likelihood estimator for panel models with predetermined regressors by imposing a parametric assumption on the conditional distribution of individual heterogeneity given the initial values of the predetermined regressors.”
Do Financial Constraints Matter for Foreign Market Entry? A Firm-Level Examination (2008, unknown): “Analogous to the dynamic Probit model I follow the framework proposed by Wooldridge (2005) and assume that:”
Bias Corrections for Two-Step Fixed Effects Panel Data Estimators (2007, unknown): “dit = 1 {x1itβ1 + x2itβ2 + α1i − 21it > 0} , (35) yit = dit × (x1itθ + α2i + 22it), (i = 1, .”