English, Article, Journal or magazine article edition: Equidispersion and moment conditions for count panel data model Yoshitsugu Kitazawa

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Bookmark: http://trove.nla.gov.au/version/198525
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Equidispersion and moment conditions for count panel data model
Author
  • Yoshitsugu Kitazawa
Physical Description
  • preprint
Notes
  • This paper proposes some new moment conditions under the assumption of the equidispersion in count panel data model. These are obtained by using the association between variances and covariances in the disturbance. Some Monte Carlo experiments configured for the Poisson model show that the GMM estimators using the new moment conditions perform better than the conventional quasi-differenced GMM estimator and some gains are recognized in using the new moment conditions.
  • count panel data, linear feedback model, equidispersion, implicit operation, crosslinkage moment conditions, GMM, Monte Carlo experiments
  • RePEc:kyu:dpaper:33
Language
  • English
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