A count data model with unobserved heterogeneity

DOI10.1016/S0304-4076(97)00022-5zbMath0900.62643OpenAlexW1975385327MaRDI QIDQ1362480

O. Diekmann

Publication date: 12 August 1997

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00022-5

zbMATH Keywords

count dataheterogeneityover-dispersionunder-dispersionlocal Poisson model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (6)

Debt, moral hazard and airline safety: An empirical evidence ⋮ Heterogeneous INAR(1) model with application to car insurance ⋮ A local maximum likelihood estimator for Poisson regression ⋮ A count data model for gamma waiting times ⋮ Simple Tests for Exogeneity of a Binary Explanatory Variable in Count Data Regression Models ⋮ Semiparametric estimation of count regression models

Cites Work

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• Simultaneous equations models in applied search theory
• Overdispersion tests for truncated Poisson regression models
• Research and development, competition and innovation. Pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity
• A count data model for gamma waiting times
• Testing for Neglected Heterogeneity
• On the Problem of Missing Data in Linear Models
• Econometric Analysis of the Short-run Fluctuations of Households' Purchases
• Some remarks on overdispersion

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