GMM Estimation of Count-Panel-Data Models with Fixed Effects and Predetermined Instruments
AbstractThe 'traditional' approach to the estimation of count panel data models with fixed effects is the conditional maximum-likelihood estimator. This paper proposed a GMM estimator for count panel data models with fixed effects, based on a transformation of the conditional mean specification, that is consistent even when the explanatory variables are predetermined. Two applications are discussed: the relationship between patents and R&D expenditures and the explanation of technology transfer.
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of Business and Economic Statistics.
Volume (Year): 15 (1997)
Issue (Month): 1 (January)
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