We show that identification in a general class of dynamic panel logit models with fixed effects is related to the truncated moment problem from the mathematics literature. We use this connection to show that the identified set for structural parameters and functionals of the distribution of latent individual effects can be characterized by a finite set of conditional moment equalities subject to a certain set of shape constraints on the model parameters. In addition to providing a general approach to identification, the new characterization can deliver informative bounds in cases where competing methods deliver no identifying restrictions, and can deliver point identification in cases where competing methods deliver partial identification. We then present an estimation and inference procedure that uses semidefinite programming methods, is applicable with continuous or discrete covariates, and can be used for models that are either point- or partially-identified. Finally, we illustrate our identification result with a number of examples, and provide an empirical application to employment dynamics using data from the National Longitudinal Survey of Youth.

翻译：我们证明，具有固定效应的一般动态面板Logit模型中的识别问题与数学文献中的截断矩问题相关。利用这一联系，我们表明，结构参数及潜在个体效应分布泛函的识别集，可由一组受模型参数特定形状约束的条件矩等式所刻画。除了提供通用的识别方法外，这一新刻画能在竞争方法无法提供识别约束的情况下给出有信息量的边界，并在竞争方法仅能实现部分识别时实现点识别。随后，我们提出一种估计与推断程序，该方法采用半定规划技术，适用于连续或离散协变量，且可用于点识别或部分识别模型。最后，我们通过多个实例说明识别结果，并利用全国青年纵向调查数据对就业动态进行实证应用。