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

DOI10.1016/S0165-1765(00)00228-7zbMath1136.62320OpenAlexW2159758529MaRDI QIDQ1978722

Frank A. G. 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

zbMATH Keywords

Generalised method of momentsCount panel dataEndogenous regressors

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (4)

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 ⋮ Exponential regression of fractional-response fixed-effects models with an application to firm capital structure ⋮ Individual effects and dynamics in count data models.

Cites Work

• Efficient estimation of models for dynamic panel data

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