Local semi-parametric efficiency of the Poisson fixed effects estimator

DOI10.1515/JEM-2015-0022MaRDI QIDQ2312955zbMATH OpenOpenAlexFDO

Authors Valentin Verdier

Publication date 18 July 2019

Published in Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/jem-2015-0022

zbMATH Keywords

nonlinear modelsoptimal instrumentspanel dataPoisson fixed effects estimatorrobustness

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02) Applications of statistics to economics (62P20)

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Cites work

• Asymptotic efficiency in estimation with conditional moment restrictions
• CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
• Distribution-free estimation of some nonlinear panel data models
• Efficiency Bounds for Semiparametric Regression
• scientific article; zbMATH DE number 3111121 (Why is no real title available?)
• Market Size in Innovation: Theory and Evidence from the Pharmaceutical Industry

Cited in

(1)

• Moment conditions for fixed effects count data models with endogenous regressors.

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