This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

GMM versus GQL inferences for panel count data

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Jowaheer, Vandna
Sutradhar, Brajendra
Abstract

It is well known that the likelihood inferences in dynamic mixed models for count data is extremely complicated. In this paper, we, first, develop a generalized method of moments (GMM) approach for the estimation of the parameters of such models. We then consider an alternative generalized quasi-likelihood (GQL) approach. The relative efficiency of the GQL approach to the GMM approach is examined by comparing the asymptotic variances of the GQL estimates of the parameters to the corresponding asymptotic variances of the GMM estimates.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.sciencedirect.com/science/article/B6V1D-4WDGCM6-6/2/9d9ab94b031994a6c94bf732e790ce21
File Format:
File Function:
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 79 (2009)
Issue (Month): 18 (September)
Pages: 1928-1934
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:stapro:v:79:y:2009:i:18:p:1928-1934

Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description

Order Information:
Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web: https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research
Keywords:

Statistics
Access and download statistics

Did you know? All full texts are decentralized with the publishers, none reside on this server, thus making it possible to offer this service for free to all parties.

This page was last updated on 2009-12-3.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.