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

DOI10.1016/S0304-4076(97)00082-1zbMath1049.62516MaRDI QIDQ1379918

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)

Related Items (19)

Exogeneity in structural equation models ⋮ Parametric Nonlinear Regression with Endogenous Switching ⋮ Estimation of a regression spline sample selection model ⋮ Semi-parametric copula sample selection models for count responses ⋮ 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 ⋮ Hurdles and steps: Estimating demand for solar photovoltaics ⋮ Counts with an endogenous binary regressor: A series expansion approach ⋮ The MCMC and SML estimation of a self-selection model with two outcomes ⋮ Properties of estimators of count data model with endogenous switching ⋮ Sample selection models for count data in R ⋮ A Poisson mixture model of discrete choice ⋮ Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: An application to the demand for healthcare ⋮ Dealing with the common econometric problems of count data with excess zeros, endogenous treatment effects, and attrition bias ⋮ Specification and simulated likelihood estimation of a non‐normal treatment‐outcome model with selection: Application to health care utilization ⋮ Simple Tests for Exogeneity of a Binary Explanatory Variable in Count Data Regression Models ⋮ Sample selection models for discrete and other non-Gaussian response variables ⋮ Count data models with selectivity ⋮ Multiplicative-error models with sample selection

Cites Work

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• 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

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