Estimating count data models with endogenous switching: sample selection and endogenous treatment effects

DOI10.1016/S0304-4076(97)00082-1MaRDI QIDQ1379918zbMATHFDO

Authors Joseph V. Terza

Publication date 1998

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

zbMATH Keywords

Poisson regressionEndogenous switchingMethod of moments estimationNonlinear weighted least squaresTwo-stage estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 854558 (Why is no real title available?)
• scientific article; zbMATH DE number 274379 (Why is no real title available?)
• A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
• Dummy Endogenous Variables in a Simultaneous Equation System
• Sample Selection Bias as a Specification Error

Cited in

(27)

• The MCMC and SML estimation of a self-selection model with two outcomes
• Using instruments for selection to adjust for selection bias in Mendelian randomization
• Exogeneity in structural equation models
• A penalized likelihood estimation approach to semiparametric sample selection binary response modeling
• Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
• Self-selection and direct estimation of across-regime correlation parameter
• Hurdles and steps: estimating demand for solar photovoltaics
• Multiplicative-error models with sample selection
• Properties of estimators of count data model with endogenous switching
• Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: An application to the demand for healthcare
• A Poisson mixture model of discrete choice
• Count data models with selectivity
• Semi-parametric copula sample selection models for count responses
• Counts with an endogenous binary regressor: A series expansion approach
• A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
• Estimating a fractional response model with a count endogenous regressor and an application to female labor supply
• Sample selection models for count data in R
• Testing exogeneity of multinomial regressors in count data models: does two-stage residual inclusion work?
• Simple tests for exogeneity of a binary explanatory variable in count data regression models
• A flexible parametric approach for estimating switching regime models and treatment effect parameters
• Parametric Nonlinear Regression with Endogenous Switching
• Estimation of a regression spline sample selection model
• A BAYESIAN ANALYSIS OF ENDOGENOUS SWITCHING MODELS FOR COUNT DATA
• Specification and simulated likelihood estimation of a non‐normal treatment‐outcome model with selection: Application to health care utilization
• Sample selection models for discrete and other non-Gaussian response variables
• Dealing with the common econometric problems of count data with excess zeros, endogenous treatment effects, and attrition bias
• Intercept estimation in nonlinear selection models

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