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

DOI10.1016/J.ECONLET.2022.110318zbMath1490.62075OpenAlexW4210383296MaRDI QIDQ2126209

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

instrumental variablecount datafixed effectsbiasinconsistencyPoissonmultiplicative-error model

Mathematics Subject Classification ID

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

Cites Work

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

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