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

DOI10.1016/S0165-1765(00)00228-7zbMATH Open1136.62320OpenAlexW2159758529MaRDI QIDQ1978722FDOQ1978722

Authors: Frank Windmeijer 

Publication date: 4 June 2000

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(00)00228-7

Recommendations

• Bias in instrumental-variable estimators of fixed-effect models for count data
• Counts with an endogenous binary regressor: A series expansion approach
• Individual effects and dynamics in count data models.
• Local semi-parametric efficiency of the Poisson fixed effects estimator
• Efficient estimation of models for dynamic panel data

zbMATH Keywords

Generalised method of momentsCount panel dataEndogenous regressors

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

• Efficient estimation of models for dynamic panel data

Cited In (8)

• Individual effects and dynamics in count data models.
• Bias in instrumental-variable estimators of fixed-effect models for count data
• Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
• Dealing with the common econometric problems of count data with excess zeros, endogenous treatment effects, and attrition bias
• Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
• Counts with an endogenous binary regressor: A series expansion approach
• Properties of estimators of count data model with endogenous switching
• Exponential regression of fractional-response fixed-effects models with an application to firm capital structure

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