Individual effects and dynamics in count data models.

DOI10.1016/S0304-4076(01)00108-7MaRDI QIDQ1867715zbMATH OpenWikidataFDO

Authors Richard Blundell, Rachel Griffith, Frank Windmeijer

Publication date 2 April 2003

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

Full work available at URL http://discovery.ucl.ac.uk/14818/

zbMATH Keywords

Dynamic count panel dataGeneralised method of momentsIndividual effectsPre-Sample informationPredetermined regressors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• Score-driven dynamic patent count panel data models
• Accounting for persistence in panel count data models. An application to the number of patents awarded
• Spatial errors in count data regressions
• Bias in instrumental-variable estimators of fixed-effect models for count data
• Panel data regression for counts

Cites work

• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Biases in Dynamic Models with Fixed Effects
• Econometric analysis of count data.
• Efficient estimation of models for dynamic panel data
• Estimating Vector Autoregressions with Panel Data
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• scientific article; zbMATH DE number 431756 (Why is no real title available?)
• scientific article; zbMATH DE number 3938400 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 1237531 (Why is no real title available?)
• Individual effects and dynamics in count data models.
• Initial conditions and moment restrictions in dynamic panel data models
• Instrumental Variables Regression with Weak Instruments
• Large Sample Properties of Generalized Method of Moments Estimators
• Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data
• Moment conditions for fixed effects count data models with endogenous regressors.
• Orthogonal Parameters and Panel Data
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• 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
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL

Cited in

(30)

• Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data
• Score-driven dynamic patent count panel data models
• Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
• Accounting for persistence in panel count data models. An application to the number of patents awarded
• Panel data regression for counts
• Individual effects and dynamics in count data models.
• Moment conditions for fixed effects count data models with endogenous regressors.
• Transformations and moment conditions for dynamic fixed effects logit models
• Second-order corrected likelihood for nonlinear panel models with fixed effects
• Exponential regression of fractional-response fixed-effects models with an application to firm capital structure
• A consistent estimator for the binomial distribution in the presence of ``incidental parameters: an application to patent data
• Econometric analysis of copyrights
• Skill bias in an endogenous growth model: evaluating the case for market size and acceleration effects
• Is distance dying at last? Falling home bias in fixed-effects models of patent citations
• Count data models with correlated unobserved heterogeneity
• Spatial errors in count data regressions
• scientific article; zbMATH DE number 431756 (Why is no real title available?)
• The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
• Bivariate Time Series Modeling of Financial Count Data
• Hurdles and steps: estimating demand for solar photovoltaics
• Modelling and estimating individual and firm effects with count panel data
• Modelling changes in Arctic sea ice cover: an application of generalized and inflated beta and gamma densities
• Semi-parametric models for negative binomial panel data
• Consistent estimation of binary‐choice panel data models with heterogeneous linear trends
• Optimal Alarm Systems for Count Processes
• A review of INMA integer-valued model class, application and further development
• Fluctuations and precise deviations of cumulative INAR time series
• The macro impact of short-termism
• Partially time-invariant panel data regression
• Knowledge spillovers in US patents: a dynamic patent intensity model with secret common innovation factors

This page was built for publication: Individual effects and dynamics in count data models.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1867715)