English, Article, Journal or magazine article edition: Some additional moment conditions for a dynamic count panel data model Yoshitsugu Kitazawa

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Bookmark: http://trove.nla.gov.au/version/198530
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Some additional moment conditions for a dynamic count panel data model
Author
  • Yoshitsugu Kitazawa
Physical Description
  • preprint
Notes
  • This paper proposes some additional moment conditions for the linear feedback model formulated in count panel data model, proposed by Blundell et al.(2002). It is shown that the moment conditions based on the quasi-differenced transformation proposed by Chamberlain (1992) and Wooldridge (1997) and some additional moment conditions are derived by using a new operation which the assumptions for disturbances underlie. Two kinds of the additional moment conditions are conceptually equivalent to those proposed by Windmeijer (2000) and Crepon and Duguet (1997) in some regards. Some GMM estimators are constructed using these moment conditions. The small sample performances for the GMM estimators are investigated with some Monte Carlo experiments and it is shown that the GMM estimators perform well when using the additional moment conditions, with minor exceptions.
  • count panel data, linear feedback model, implicit operation, moment conditions, generalized method of moments, Monte Carlo experiments
  • RePEc:kyu:dpaper:29
Language
  • English
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