Panel data regression for counts

DOI10.1007/BF02926583MaRDI QIDQ1815623zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 19 December 1996

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02926583

zbMATH Keywords

count dataMonte Carlooverdispersiongeneralized method of momentspseudo maximum likelihoodsmall sample performancepanel data modeltest statistics of independence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Recommendations

• Individual effects and dynamics in count data models.
• Time series count data regression
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• Two likelihood-based semiparametric estimation methods for panel count data with covariates
• Distribution-free estimation of some nonlinear panel data models

Cites work

• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• A method of moments interpretation of sequential estimators
• A regression model for time series of counts
• A separability result for gmm estimation, with applications to gls prediction and conditional moment tests
• Econometric Issues in the Analysis of Regressions with Generated Regressors
• Econometrics
• Generalized method of moments specification testing
• Large Sample Properties of Generalized Method of Moments Estimators
• Longitudinal data analysis using generalized linear models
• Models for Longitudinal Data: A Generalized Estimating Equation Approach
• Tests for serial correlation and overdispersion in a count data regression model^∗
• Time series count data regression

Cited in

(8)

• Individual effects and dynamics in count data models.
• scientific article; zbMATH DE number 431756 (Why is no real title available?)
• Case Studies Using Panel Data Models
• Spatial errors in count data regressions
• Modelling and estimating individual and firm effects with count panel data
• Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.
• Regression analysis of multivariate panel count data
• Marginal analysis of panel counts through estimating functions

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