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

DOI10.1016/S0304-4076(97)00082-1MaRDI QIDQ1379918zbMATH OpenFDO

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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