GMM versus GQL inferences for panel count data

DOI10.1016/J.SPL.2009.05.017MaRDI QIDQ842957zbMATH OpenOpenAlexFDO

Authors Vandna Jowaheer, Brajendra C. Sutradhar

Publication date 28 September 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.05.017

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 5770584 (Why is no real title available?)
• scientific article; zbMATH DE number 3458075 (Why is no real title available?)
• An overview on regression models for discrete longitudinal responses
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• Consistent Estimators in Generalized Linear Mixed Models
• Distribution-free estimation of some nonlinear panel data models
• Efficient estimation of models for dynamic panel data
• Generalized method of moments versus generalized quasilikelihood inferences in binary panel data models
• Inference functions and quadratic score tests
• Initial conditions and moment restrictions in dynamic panel data models
• Large Sample Properties of Generalized Method of Moments Estimators
• On exact quasilikelihood inference in generalized linear mixed models
• Quasi-likelihood functions
• Some ARMA models for dependent sequences of poisson counts
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

Cited in

(9)

• Bias corrected generalized method of moments and generalized quasi-likelihood inferences in linear models for panel data with measurement error
• Modelling a non-stationary BINAR(1) Poisson process
• Comparative GMM and GQL logistic regression models on hierarchical data
• Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data
• Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data
• GMM versus GQL inferences in semiparametric linear dynamic mixed models
• GQL estimation in linear dynamic models for panel data
• A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations
• Generalized method of moments versus generalized quasilikelihood inferences in binary panel data models

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