GMM versus GQL inferences for panel count data

DOI10.1016/j.spl.2009.05.017zbMath1170.62019OpenAlexW1999275224MaRDI QIDQ842957

Vandna Jowaheer, Brajendra Chandra Sutradhar

Publication date: 28 September 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.05.017

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10)

Related Items (7)

A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations ⋮ Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data ⋮ Bias corrected generalized method of moments and generalized quasi-likelihood inferences in linear models for panel data with measurement error ⋮ GMM versus GQL inferences in semiparametric linear dynamic mixed models ⋮ Comparative GMM and GQL logistic regression models on hierarchical data ⋮ Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data ⋮ Modelling a non-stationary BINAR(1) Poisson process

Cites Work

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• An overview on regression models for discrete longitudinal responses
• Inference functions and quadratic score tests
• Quasi-likelihood functions
• Some ARMA models for dependent sequences of poisson counts
• Consistent Estimators in Generalized Linear Mixed Models
• Analysis of low count time series data by poisson autoregression
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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