Individual effects and dynamics in count data models.

DOI10.1016/S0304-4076(01)00108-7zbMath1043.62100WikidataQ60306297 ScholiaQ60306297MaRDI QIDQ1867715

Richard Blundell, Rachel Griffith, Frank A. G. Windmeijer

Publication date: 2 April 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Generalised method of momentsDynamic count panel dataIndividual effectsPre-Sample informationPredetermined regressors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites Work

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• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• Some ARMA models for dependent sequences of poisson counts
• Biases in Dynamic Models with Fixed Effects
• Instrumental Variables Regression with Weak Instruments
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Orthogonal Parameters and Panel Data
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