Bias in instrumental-variable estimators of fixed-effect models for count data

DOI10.1016/J.ECONLET.2022.110318MaRDI QIDQ2126209zbMATHOpenAlexFDO

Authors Koen Jochmans

Publication date 14 April 2022

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://publications.ut-capitole.fr/44100/1/wp_tse_1276.pdf

zbMATH Keywords

count datafixed effectsinstrumental variablebiasPoissoninconsistencymultiplicative-error model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)

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Cites work

• Asymptotic efficiency in estimation with conditional moment restrictions
• Distribution-free estimation of some nonlinear panel data models
• Individual and time effects in nonlinear panel models with large \(N\), \(T\)
• Moment conditions for fixed effects count data models with endogenous regressors.
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• Pseudo Maximum Likelihood Methods: Theory
• Split-panel jackknife estimation of fixed-effect models
• The second-order bias and mean squared error of estimators in time-series models

Cited in

(4)

• Reducing bias due to misclassified exposures using instrumental variables
• Local semi-parametric efficiency of the Poisson fixed effects estimator
• Individual effects and dynamics in count data models.
• Count data models with correlated unobserved heterogeneity

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