A Generalized Poisson-Pseudo Maximum Likelihood Estimator

DOI10.1080/07350015.2025.2544190MaRDI QIDQ7322012zbMATH OpenFDO

Authors Jangsu Yoon, Yoto V. Yotov

Publication date 31 August 2026

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2025.2544190

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Automatic Lag Selection in Covariance Matrix Estimation
• Efficient Instrumental Variables Estimation of Nonlinear Models
• Individual and time effects in nonlinear panel models with large \(N\), \(T\)
• Inference for iterated GMM under misspecification
• Resurrecting weighted least squares
• Three-way gravity models with multiplicative unobserved effects

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